Menu
Some coworkers who have been struggling with Stata 11 are asking for my help to try to automate their laborious work. They mainly use 3 commands in Stata:
tsset (sets a time series analysis)
as in: tsset year_column, yearly
varsoc (Obtain lag-order selection statistics for VARs)
as in: varsoc column_a column_b
vec (vector error-correction model)
as in: vec column_a column_b, trend(con) lags(1) noetable
Does anyone know any scientific library that I can use through python for this same functionality?
212
Whether you are integrating Python into Stata or Stata into Python, you can use the sfi (Stata Function Interface) module to interact Python's capabilities with Stata's core features.
Stata was written, then as now, in the C programming language, initially for PCs running the DOS operating system.
I believe both scikits.timeseries and econpy / pytrix implement vector autoregression methods, but I haven't put either through their paces.
51
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With
