检验平稳性,自相关,还有什么别的?
在stata中分别使用什么命令来检验?
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you could test heteroskedasticity of series by ARCH, GARCH...
software as Eview, Stata is OK
I never use stata, it's new to me.
the operation of Eview is easy to use, and it has handbook in software.
Hope the answer helpful