数据类型：日度数据研究尺度：地级市
stata命令：
xtset citycode time
tab policy
replace policy = -30 if policy < -30
replace policy = 20 if policy > 20
forvalues i=30(-1)1{
  gen pre`i'=(policy==-`i' )
}

gen current= (policy==0 )

forvalues i=1(1)20{
  gen post`i'=(policy==`i')
}

drop pre1
global Xs "z1 z2 z3 z4 z5"

xtreg AQI指数 pre* current post* $Xs i.year i.month i.weekday i.x1 i.x2 i.x3,fe r

coefplot, baselevels ///
keep(pre* current post*) ///
vertical ///
coeflabels(pre30 = "-30" pre29 = "-29"  pre28 = "-28" pre27 = "-27" pre26 = "-26"  pre25 = "-25" pre24 = "-24" pre23 = "-23" pre22 = "-22" pre21 = "-21" pre20 = "-20" pre19 = "-19"  pre18 = "-18" pre17 = "-17" pre16 = "-16"  pre15 = "-15" pre14 = "-14" pre13 = "-13" pre12 = "-12" pre11 = "-11" pre10 = "-10" pre9 = "-9" pre8 = "-8" pre7 = "-7" pre6 = "-6"  pre5 = "-5" pre4 = "-4" pre3 = "-3" pre2 = "-2" pre1 = "-1" ///
current = "0" post1 = "1" post2 = "2" post3 = "3" post4 = "4" post5 = "5" post6 = "6" post7 = "7" post8 = "8" post9 = "9" post10 = "10"post11 = "11" post12 = "12" post13 = "13" post14 = "14" post15 = "15" ) ///
yline(0,lcolor(edkblue*0.8)) ///
xline(30, lwidth(vthin) lpattern(dash) lcolor(teal)) ///
ylabel(,labsize(*0.75)) xlabel(,labsize(*0.75)) ///
ytitle("估计系数", size(small)) ///
xtitle("时间", size(small)) ///
addplot(line @b @at) ///
ciopts(lpattern(dash) recast(rcap) msize(medium)) ///
msymbol(circle_hollow) ///
scheme(s1mono)