Introduction to Time Series Using Stata, Revised Edition

Introduction to Time Series Using Stata, Revised Edition provides a step-by-step guide to essential time-series techniques¿from the incredibly simple to the quite complex¿ and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. The Revised Edition has been updated for Stata 16.