Datasets for Stata Time-Series Reference Manual, Release 11

Datasets used in the Stata Documentation were selected to demonstrate the use of Stata. Datasets were sometimes altered so that a particular feature could be explained. Do not use these datasets for analysis purposes.

Download instructions:

  • click on a file 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   CD   E   F   G   H   I   J   K   L   M   N   O   P   Q   RST   U   V   W   X   Y   Z

arch

arima

arima postestimation


corrgram

cumsp


dfactor

dfactor postestimation

dfgls

dfuller

dvech

dvech postestimation


fcast compute

fcast graph


irf

irf add

irf cgraph

irf create

irf ctable

irf describe

irf drop

irf graph

irf ograph

irf rename

irf set

irf table


newey


pergram

pperron

prais


rolling


sspace

sspace postestimation


tsappend

tsfill

tsline

tsreport

tsrevar

tsset

tssmooth dexponential

tssmooth exponential

tssmooth hwinters

tssmooth ma

tssmooth shwinters


var

var svar

varbasic

vargranger

varlmar

varnorm

varsoc

varstable

varwle

vec intro

vec

veclmar

vecnorm

vecrank

vecstable


xcorr


StataCorp gratefully acknowledges that some datasets in the Reference Manuals are proprietary and 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.