Datasets for Stata Time-Series Reference Manual, Release 14
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 Zarch
- wpi1.dta
- archxmpl.dta
- dow1.dta
| http://www.stata-press.com/data/r14/wpi1.dta |
| http://www.stata-press.com/data/r14/archxmpl.dta |
| http://www.stata-press.com/data/r14/dow1.dta |
arfima
- campito.dta
- mloa.dta
- mumps2.dta
| http://www.stata-press.com/data/r14/campito.dta |
| http://www.stata-press.com/data/r14/mloa.dta |
| http://www.stata-press.com/data/r14/mumps2.dta |
arfima postestimation
arima
- wpi1.dta
- air2.dta
- friedman2.dta
| http://www.stata-press.com/data/r14/wpi1.dta |
| http://www.stata-press.com/data/r14/air2.dta |
| http://www.stata-press.com/data/r14/friedman2.dta |
arima postestimation
- wpi1.dta
- friedman2.dta
- m1nsa.dta
| http://www.stata-press.com/data/r14/wpi1.dta |
| http://www.stata-press.com/data/r14/friedman2.dta |
| http://www.stata-press.com/data/r14/m1nsa.dta |
corrgram
cumsp
dfactor
- dfex.dta
- urate.dta
| http://www.stata-press.com/data/r14/dfex.dta |
| http://www.stata-press.com/data/r14/urate.dta |
dfactor postestimation
dfgls
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
dfuller
- air2.dta
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/air2.dta |
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
estat acplot
estat aroots
estat sbknown
estat sbsingle
fcast compute
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
fcast graph
forecast
- klein2.dta
- hardware.dta
- statehardware.dta
| http://www.stata-press.com/data/r14/klein2.dta |
| http://www.stata-press.com/data/r14/hardware.dta |
| http://www.stata-press.com/data/r14/statehardware.dta |
forecast adjust
forecast estimates
- klein2.dta
- fcestimates.dta
- klein.dta
- wpi1.dta
| http://www.stata-press.com/data/r14/klein2.dta |
| http://www.stata-press.com/data/r14/fcestimates.dta |
| http://www.stata-press.com/data/r14/klein.dta |
| http://www.stata-press.com/data/r14/wpi1.dta |
forecast exogenous
- forecastex1.dta
| http://www.stata-press.com/data/r14/forecastex1.dta |
forecast solve
- gdpoil.dta
- klein2.dta
| http://www.stata-press.com/data/r14/gdpoil.dta |
| http://www.stata-press.com/data/r14/klein2.dta |
irf
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf add
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf cgraph
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf create
- lutkepohl2.dta
- urates.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
| http://www.stata-press.com/data/r14/urates.dta |
irf ctable
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf describe
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf drop
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf graph
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf ograph
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf rename
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf set
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
irf table
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
mgarch ccc
- stocks.dta
- acmeh.dta
| http://www.stata-press.com/data/r14/stocks.dta |
| http://www.stata-press.com/data/r14/acmeh.dta |
mgarch ccc postestimation
mgarch dcc
- stocks.dta
- acmeh.dta
| http://www.stata-press.com/data/r14/stocks.dta |
| http://www.stata-press.com/data/r14/acmeh.dta |
mgarch dcc postestimation
mgarch dvech
- irates4.dta
- acme.dta
- aacmer.dta
| http://www.stata-press.com/data/r14/irates4.dta |
| http://www.stata-press.com/data/r14/acme.dta |
| http://www.stata-press.com/data/r14/aacmer.dta |
mgarch dvech postestimation
- acme.dta
- aacmer.dta
| http://www.stata-press.com/data/r14/acme.dta |
| http://www.stata-press.com/data/r14/aacmer.dta |
mgarch vcc
- stocks.dta
- acmeh.dta
| http://www.stata-press.com/data/r14/stocks.dta |
| http://www.stata-press.com/data/r14/acmeh.dta |
mgarch vcc postestimation
mswitch
- usmacro.dta
- snp500.dta
- mumpspc.dta
- rgnp.dta
| http://www.stata-press.com/data/r14/usmacro.dta |
| http://www.stata-press.com/data/r14/snp500.dta |
| http://www.stata-press.com/data/r14/mumpspc.dta |
| http://www.stata-press.com/data/r14/rgnp.dta |
mswitch postestimation
- usmacro.dta
- rgnp.dta
| http://www.stata-press.com/data/r14/usmacro.dta |
| http://www.stata-press.com/data/r14/rgnp.dta |
newey
- auto.dta
- idle2.dta
| http://www.stata-press.com/data/r14/auto.dta |
| http://www.stata-press.com/data/r14/idle2.dta |
newey postestimation
pergram
- air2.dta
- sunspot.dta
- lynx2.dta
- cos4.dta
| http://www.stata-press.com/data/r14/air2.dta |
| http://www.stata-press.com/data/r14/sunspot.dta |
| http://www.stata-press.com/data/r14/lynx2.dta |
| http://www.stata-press.com/data/r14/cos4.dta |
pperron
prais
- idle.dta
- qsales.dta
| http://www.stata-press.com/data/r14/idle.dta |
| http://www.stata-press.com/data/r14/qsales.dta |
psdensity
- manemp2.dta
- icsa1.dta
| http://www.stata-press.com/data/r14/manemp2.dta |
| http://www.stata-press.com/data/r14/icsa1.dta |
rolling
sspace
- manufac.dta
- dfex.dta
- sp500w.dta
| http://www.stata-press.com/data/r14/manufac.dta |
| http://www.stata-press.com/data/r14/dfex.dta |
| http://www.stata-press.com/data/r14/sp500w.dta |
sspace postestimation
tsappend
- tsappend1.dta
- tsappend3.dta
- tsappend2.dta
| http://www.stata-press.com/data/r14/tsappend1.dta |
| http://www.stata-press.com/data/r14/tsappend3.dta |
| http://www.stata-press.com/data/r14/tsappend2.dta |
tsfill
- tsfillxmpl.dta
- tsfillxmpl2.dta
| http://www.stata-press.com/data/r14/tsfillxmpl.dta |
| http://www.stata-press.com/data/r14/tsfillxmpl2.dta |
tsfilter
tsfilter bk
tsfilter bw
tsfilter cf
tsfilter hp
tsline
- tsline1.dta
- tsline2.dta
| http://www.stata-press.com/data/r14/tsline1.dta |
| http://www.stata-press.com/data/r14/tsline2.dta |
tsreport
- tsrptxmpl.dta
- hotelprice.dta
| http://www.stata-press.com/data/r14/tsrptxmpl.dta |
| http://www.stata-press.com/data/r14/hotelprice.dta |
tsrevar
- tsrevarex.dta
| http://www.stata-press.com/data/r14/tsrevarex.dta |
tsset
- tssetxmpl.dta
- tssetxmpl2.dta
- tssetxmpl3.dta
- tssetxmpl4.dta
- tssetxmpl5.dta
| http://www.stata-press.com/data/r14/tssetxmpl.dta |
| http://www.stata-press.com/data/r14/tssetxmpl2.dta |
| http://www.stata-press.com/data/r14/tssetxmpl3.dta |
| http://www.stata-press.com/data/r14/tssetxmpl4.dta |
| http://www.stata-press.com/data/r14/tssetxmpl5.dta |
tssmooth dexponential
tssmooth exponential
- sales1.dta
- sales_cert.dta
| http://www.stata-press.com/data/r14/sales1.dta |
| http://www.stata-press.com/data/r14/sales_cert.dta |
tssmooth hwinters
tssmooth ma
tssmooth shwinters
- turksales.dta
| http://www.stata-press.com/data/r14/turksales.dta |
ucm
- unrate.dta
- icsa1.dta
- mumps.dta
| http://www.stata-press.com/data/r14/unrate.dta |
| http://www.stata-press.com/data/r14/icsa1.dta |
| http://www.stata-press.com/data/r14/mumps.dta |
ucm postestimation
- uduration2.dta
| http://www.stata-press.com/data/r14/uduration2.dta |
var
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
var svar
- lutkepohl2.dta
- m1gdp.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
| http://www.stata-press.com/data/r14/m1gdp.dta |
varbasic
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
varbasic postestimation
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
vargranger
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
varlmar
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
varnorm
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
varsoc
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
varstable
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
varwle
- lutkepohl2.dta
| http://www.stata-press.com/data/r14/lutkepohl2.dta |
vec intro
- txhprice.dta
| http://www.stata-press.com/data/r14/txhprice.dta |
vec
- rdinc.dta
- urates.dta
| http://www.stata-press.com/data/r14/rdinc.dta |
| http://www.stata-press.com/data/r14/urates.dta |
veclmar
vecnorm
vecrank
- balance2.dta
| http://www.stata-press.com/data/r14/balance2.dta |
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.