Datasets for Stata Time-Series Reference Manual, Release 18

Datasets used in the Stata documentation were selected to demonstrate how to use Stata. Some datasets have been altered so to explain a particular feature. Do not use these datasets for analysis.

To download a dataset:

  • Click on a filename to download it to a local folder on your machine.
  • Alternatively, you can first establish an Internet connection, and then, in Stata's Command window, type

      . webuse filename, clear

    to use the file. You could then save the file with Stata's save command.

Entries starting with the letter ...

A   B   C   D   E   F   G   H   I   J   K   L   M   N   O   P   Q   R   S   T   U   V   W   X   Y   Z

arch

arfima

arfima postestimation

arfimasoc

arima

arima postestimation

arimasoc

corrgram

cumsp

dfactor

dfactor postestimation

dfgls

dfuller

estat acplot

estat aroots

estat sbcusum

estat sbknown

estat sbsingle

fcast compute

fcast graph

forecast

forecast adjust

forecast estimates

forecast exogenous

forecast solve

irf

irf add

irf cgraph

irf create

irf ctable

irf describe

irf drop

irf graph

irf ograph

irf rename

irf set

irf table

ivlpirf

lpirf

lpirf postestimation

mgarch ccc

mgarch ccc postestimation

mgarch dcc

mgarch dcc postestimation

mgarch dvech

mgarch dvech postestimation

mgarch vcc

mgarch vcc postestimation

mswitch

mswitch postestimation

newey

newey postestimation

pergram

pperron

prais

psdensity

rolling

sspace

sspace postestimation

threshold

threshold postestimation

tsappend

tsfill

tsfilter

tsfilter bk

tsfilter bw

tsfilter cf

tsfilter hp

tsline

tsreport

tsrevar

tsset

tssmooth dexponential

tssmooth exponential

tssmooth hwinters

tssmooth ma

tssmooth shwinters

ucm

ucm postestimation

var

var ivsvar

var svar

varbasic

varbasic postestimation

vargranger

varlmar

varnorm

varsoc

varstable

varwle

vec intro

vec

veclmar

vecnorm

vecrank

vecstable

xcorr

StataCorp gratefully acknowledges that some proprietary datasets in the reference manuals have been used in our printed documentation with the express permission of the copyright holders. If any copyright holder believes that by making these datasets available to the public, StataCorp is in violation of the letter or spirit of any such agreement, please contact [email protected] and any such materials will be removed from this web page.