econometrics

## Exploration

load nile
ret -v nile.volume
garch -v nile.volume_returns
desc nile
load nile -a nile_2
eval double_volume = volume * 2
lag -v custom.double -l 5
combine nile -c nile_2.volume
load -f 20221008_221605_dataset.xlsx
rename -d 20221008_221605_dataset -o population -n pop
load -e
load -f wage_panel -a wp
corr -d wp
season wp.hours
add -n wp.after_1990 -b wp.year -s > -c 1990
add -n wp.after_1985 -b wp.year -s > -c 1985
show -n wp -s year -l 20
plot -v wp.nr,wp.exper,wp.hours
index -n wp -i nr,year -a
type
type wp.year --format category
desc -n wp.expersq
clean wp --fill cfill
clean wp -d rdrop
delete -d wp.black

## Tests

load fair
root fair.yrs_married

## Load custom datasets - this can only be tested locally for now
## load -f 20221031_095631_AAPL.xlsx -a aapl
## load -f 20221031_095653_TSLA.xlsx -a tsla
## load -f 20221031_095706_MSFT.xlsx -a msft
## coint msft.adj_close,aapl.adj_close,tsla.adj_close
## norm tsla.adj_close -p
## norm msft.volume -p

load strikes
granger strikes.duration,strikes.iprod

## Regression

panel -d wp.lwage -i wp.black,wp.hisp,wp.exper,wp.expersq,wp.married,wp.educ,wp.union,wp.year
panel -d wp.lwage -i wp.black,wp.hisp,wp.exper,wp.married,wp.educ,wp.union -r bols

load longley -a ll
ols -d ll.totemp -i ll.gnpdefl,ll.gnp,ll.unemp,ll.armed,ll.pop,ll.year
vif ll.totemp,ll.unemp,ll.armed

## Regression Tests

dwat -p
bgod -l 2
bpag

remove -n fair

help
reset
exit