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The Stata Journal
Volume 5 Number 1: pp. 46-63



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Stata: The language of choice for time–series analysis?

Christopher F. Baum
Boston College
Abstract.   This paper discusses the use of Stata for the analysis of time series and panel data. The evolution of time-series capabilities in Stata is reviewed. Facilities for data management, graphics, and econometric analysis from both official Stata and the user community are discussed. A new routine to provide moving-window regression estimates—rollreg—is described, and its use illustrated.
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View all articles with these keywords: time-series analysis, time-series data, time-series modeling, moving-window regression, rolling regression

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