Datasets for Stata Time-Series Reference Manual, Release 9

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   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

arima

arima postestimation

corrgram

cumsp

dfgls

dfuller

fcast compute

fcast graph

irf

irf cgraph

irf create

irf ctable

irf graph

irf ograph

irf set

irf table

newey

pergram

pperron

prais

rolling

tsappend

tsline

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.