---------------------------------------------------------------------------------------------------------------- log: C:\DATA\analysis.log log type: text opened on: 28 Oct 2004, 21:28:57 . . * . * a n a l y s i s . d o . * . * Stata .do file to conduct analysis in FPC monograph. . * . * do: analysis.do . * log: analysis.log . * input: fpc.dta . * . . * . * week 116 is start of Iraq War . * . . . set more off . . use fpc . . desc Contains data from fpc.dta obs: 194 vars: 34 15 Oct 2004 01:17 size: 18,042 (98.3% of memory free) ------------------------------------------------------------------------------- storage display value variable name type format label variable label ------------------------------------------------------------------------------- week int %tg early byte %9.0g First 180 days bd byte %8.0g weekly battle deaths nn byte %9.0g (sum) nn approve float %8.0g Bush job approval iraq float %8.0g Bush Iraq approval rdpi float %9.0g real disposal personal income pop double %12.0g (mean) pop rdpipcly float %9.0g change rdpi year rdpipclh float %9.0g change rdpi halfyear rdpipclq float %9.0g change rdpi quarter totbd int %9.0g total battle deaths l10tbd float %9.0g log total battle deaths date int %td (min) date wtc long %12.0g WTC Pentagon bombing afghan int %8.0g Start of Afghan War sfafghan int %8.0g First Special Forces raid in Afghanistan kabul int %8.0g Capture of Kabul bushun int %8.0g Bush UN Speech congress int %8.0g Congress approves use of force against Iraq powell int %8.0g Powell UN speech iraqwar int %8.0g Iraq War begins baghdad int %8.0g Baghdad captured mission int %8.0g Bush mission accomplished speech unoccupy int %8.0g UN approves occupation of Iraq igc int %8.0g Iraqi Governing Council first meeting unhq int %8.0g UN HQ bombed italian int %8.0g Car bomb kills 14 Italians saddam int %8.0g Capture of Saddam prisoner int %8.0g Iraqi prisoner pictures uniraq int %8.0g UN serious cons for Iraq karzai int %8.0g Karzai sworn in obs int %9.0g rdpipc float %9.0g real disposal personal income per capita ------------------------------------------------------------------------------- Sorted by: week . . summ Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- week | 194 101.5 56.14713 5 198 early | 194 .128866 .3359184 0 1 bd | 194 5.639175 9.017755 0 50 nn | 194 6.953608 .6216411 1 8 approve | 169 62.56295 12.33218 42 90 -------------+-------------------------------------------------------- iraq | 74 52.95298 9.394652 35 76 rdpi | 187 7621.921 222.2936 7244.7 7994 pop | 187 289291.4 2964.317 284266 294264 rdpipcly | 187 .0004078 .0003333 -.00011 .0009605 rdpipclh | 187 .0002037 .0002942 -.0002962 .000841 -------------+-------------------------------------------------------- rdpipclq | 187 .0001062 .0003006 -.0006498 .0008506 totbd | 194 226.768 329.6508 0 1094 l10tbd | 83 2.633258 .3092166 1.653213 3.039017 date | 194 15680.98 394.0285 15010 16358 wtc | 194 1907.196 7415.405 0 64825 -------------+-------------------------------------------------------- afghan | 194 990.7835 3646.941 0 21555 sfafghan | 194 46.34021 445.4461 0 5714 kabul | 194 219.4485 1303.874 0 13302 bushun | 194 52.18041 496.9034 0 6378 congress | 194 17.18557 173.8775 0 2076 -------------+-------------------------------------------------------- powell | 194 161.4897 1614.325 0 21968 iraqwar | 194 976.8299 3913.234 0 25752 baghdad | 194 416.5515 2107.387 0 21432 mission | 194 67.69072 847.9568 0 11735 unoccupy | 194 6.958763 96.92435 0 1350 -------------+-------------------------------------------------------- igc | 194 3.654639 50.90323 0 709 unhq | 194 22.87113 318.558 0 4437 italian | 194 17.35567 184.4118 0 2374 saddam | 194 120.5309 1420.23 0 19531 prisoner | 194 376.1392 1722.742 0 9305 -------------+-------------------------------------------------------- uniraq | 194 31.74227 442.1186 0 6158 karzai | 194 39.58763 551.3919 0 7680 obs | 194 97.5 56.14713 1 194 rdpipc | 187 .0263421 .000513 .0254246 .0271661 . . corr (obs=54) | week early bd nn approve iraq rdpi pop rdpipcly rdpipclh -------------+------------------------------------------------------------------------------------------ week | 1.0000 early | . . bd | 0.0655 . 1.0000 nn | . . . . approve | -0.8795 . -0.0459 . 1.0000 iraq | -0.8714 . -0.0644 . 0.9664 1.0000 rdpi | 0.9285 . 0.0029 . -0.9070 -0.8743 1.0000 pop | 0.9980 . 0.0628 . -0.8864 -0.8791 0.9365 1.0000 rdpipcly | 0.5793 . -0.0543 . -0.7329 -0.6893 0.7881 0.6052 1.0000 rdpipclh | -0.3240 . -0.1502 . 0.0251 0.0379 -0.0224 -0.3090 0.2859 1.0000 rdpipclq | -0.3658 . -0.2240 . 0.2747 0.3567 -0.1111 -0.3713 0.0334 0.5708 totbd | 0.9884 . 0.0931 . -0.8373 -0.8341 0.8956 0.9822 0.4837 -0.3652 l10tbd | 0.9604 . -0.0567 . -0.8918 -0.8833 0.9536 0.9659 0.6922 -0.1639 date | 1.0000 . 0.0658 . -0.8792 -0.8710 0.9283 0.9980 0.5789 -0.3251 wtc | . . . . . . . . . . afghan | . . . . . . . . . . sfafghan | . . . . . . . . . . kabul | . . . . . . . . . . bushun | . . . . . . . . . . congress | . . . . . . . . . . powell | . . . . . . . . . . iraqwar | -0.6259 . 0.2756 . 0.7877 0.7609 -0.7905 -0.6416 -0.8025 -0.3420 baghdad | -0.4460 . -0.1905 . 0.6144 0.5847 -0.5537 -0.4573 -0.5834 -0.2033 mission | -0.1892 . -0.1357 . 0.2254 0.2570 -0.2101 -0.1858 -0.2285 -0.0396 unoccupy | . . . . . . . . . . igc | -0.1221 . -0.0474 . 0.0822 0.0515 -0.0268 -0.1203 0.0168 0.2074 unhq | -0.0818 . -0.0600 . 0.0375 0.0428 0.0483 -0.0871 0.1336 0.3156 italian | -0.0012 . 0.1670 . -0.0759 -0.0840 0.0348 0.0060 0.1067 0.0922 saddam | 0.0306 . -0.0523 . 0.0106 0.0298 0.0688 0.0389 0.1604 0.0989 prisoner | 0.5106 . 0.1092 . -0.4617 -0.4782 0.4091 0.4978 0.1126 -0.3173 uniraq | . . . . . . . . . . karzai | . . . . . . . . . . obs | 1.0000 . 0.0655 . -0.8795 -0.8714 0.9285 0.9980 0.5793 -0.3240 rdpipc | 0.8707 . -0.0210 . -0.8851 -0.8437 0.9909 0.8809 0.8327 0.0887 | rdpipclq totbd l10tbd date wtc afghan sfafghan kabul bushun congress -------------+------------------------------------------------------------------------------------------ rdpipclq | 1.0000 totbd | -0.3483 1.0000 l10tbd | -0.2799 0.9352 1.0000 date | -0.3658 0.9884 0.9602 1.0000 wtc | . . . . . afghan | . . . . . . sfafghan | . . . . . . . kabul | . . . . . . . . bushun | . . . . . . . . . congress | . . . . . . . . . . powell | . . . . . . . . . . iraqwar | -0.0672 -0.5526 -0.7558 -0.6252 . . . . . . baghdad | -0.0151 -0.3818 -0.4346 -0.4456 . . . . . . mission | 0.0448 -0.1662 -0.1897 -0.1890 . . . . . . unoccupy | . . . . . . . . . . igc | 0.2844 -0.1191 -0.0952 -0.1221 . . . . . . unhq | 0.3070 -0.0872 -0.0495 -0.0819 . . . . . . italian | -0.2017 -0.0065 0.0339 -0.0016 . . . . . . saddam | 0.0790 0.0169 0.0588 0.0300 . . . . . . prisoner | -0.1600 0.5811 0.4552 0.5107 . . . . . . uniraq | . . . . . . . . . . karzai | . . . . . . . . . . obs | -0.3658 0.9884 0.9604 1.0000 . . . . . . rdpipc | -0.0083 0.8322 0.9173 0.8704 . . . . . . | powell iraqwar baghdad mission unoccupy igc unhq italian saddam prisoner -------------+------------------------------------------------------------------------------------------ powell | . iraqwar | . 1.0000 baghdad | . 0.5964 1.0000 mission | . 0.2088 0.3391 1.0000 unoccupy | . . . . . igc | . -0.0580 -0.0439 -0.0189 . 1.0000 unhq | . -0.0580 -0.0439 -0.0189 . -0.0189 1.0000 italian | . -0.0580 -0.0439 -0.0189 . -0.0189 -0.0189 1.0000 saddam | . -0.0668 -0.0505 -0.0217 . -0.0217 -0.0217 -0.0217 1.0000 prisoner | . -0.1611 -0.1220 -0.0525 . -0.0525 -0.0525 -0.0525 -0.0604 1.0000 uniraq | . . . . . . . . . . karzai | . . . . . . . . . . obs | . -0.6259 -0.4460 -0.1892 . -0.1221 -0.0818 -0.0012 0.0306 0.5106 rdpipc | . -0.8222 -0.5725 -0.2125 . 0.0099 0.0983 0.0448 0.0781 0.3609 | uniraq karzai obs rdpipc -------------+------------------------------------ uniraq | . karzai | . . obs | . . 1.0000 rdpipc | . . 0.8707 1.0000 . . * . * code Iraq approval as 0 if before start of war . * . . gen iraq2 = iraq (120 missing values generated) . replace iraq2 = 0 if(week <= 115) (111 real changes made) . label variable iraq2 "Bush Iraq War approval" . . * . * code dummy; 1 from start of Iraq war . * . . gen dirqwar = (week >= 116) . . * . * convert rally variables so range from 0 to 1 . * . . foreach var of varlist wtc-karzai { 2. egen m`var' = max(`var') 3. gen p`var' = `var'/m`var' 4. drop m`var' 5. } . . * . * convention bounce for Bush (month of September) . * . . gen repcon = ((week >= 192) & (week <= 196)) . . . ********************************** . * Table 2. Bush approval on Iraq * . ********************************** . . * . * "regular" approval equation . * . . arima iraq totbd piraqwar-pprisoner if(week >= 116), ar(1) note: punoccupy dropped due to collinearity Number of gaps in sample: 14 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -154.06753 Iteration 1: log likelihood = -153.06864 Iteration 2: log likelihood = -150.82283 Iteration 3: log likelihood = -146.12143 Iteration 4: log likelihood = -145.72698 (switching optimization to BFGS) Iteration 5: log likelihood = -145.59479 Iteration 6: log likelihood = -144.93283 Iteration 7: log likelihood = -144.58433 Iteration 8: log likelihood = -144.1306 Iteration 9: log likelihood = -143.97763 Iteration 10: log likelihood = -143.91344 Iteration 11: log likelihood = -143.89249 Iteration 12: log likelihood = -143.88121 Iteration 13: log likelihood = -143.87254 Iteration 14: log likelihood = -143.87172 (switching optimization to BHHH) Iteration 15: log likelihood = -143.86993 Iteration 16: log likelihood = -143.8699 (backed up) Iteration 17: log likelihood = -143.86989 (backed up) Iteration 18: log likelihood = -143.86988 (backed up) Iteration 19: log likelihood = -143.86988 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -143.86988 (backed up) Iteration 21: log likelihood = -143.86986 Iteration 22: log likelihood = -143.86966 Iteration 23: log likelihood = -143.86964 Iteration 24: log likelihood = -143.86962 Iteration 25: log likelihood = -143.86957 Iteration 26: log likelihood = -143.86956 Iteration 27: log likelihood = -143.86955 ARIMA regression Sample: 116 to 195, but with gaps Number of obs = 57 Wald chi2(10) = 152.95 Log likelihood = -143.8695 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG iraq | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- iraq | totbd | -.0197397 .0074144 -2.66 0.008 -.0342717 -.0052076 piraqwar | 12.04968 5.413511 2.23 0.026 1.439395 22.65997 pbaghdad | -.5223467 3.419564 -0.15 0.879 -7.224569 6.179876 pmission | .1323725 32.39569 0.00 0.997 -63.36201 63.62675 pigc | -1.160457 62.70253 -0.02 0.985 -124.0552 121.7342 punhq | 2.555182 2.905916 0.88 0.379 -3.140309 8.250674 pitalian | .8893981 7.968372 0.11 0.911 -14.72832 16.50712 psaddam | .931631 1.930873 0.48 0.629 -2.852811 4.716073 pprisoner | -.8659264 6.601344 -0.13 0.896 -13.80432 12.07247 _cons | 60.80435 5.320455 11.43 0.000 50.37645 71.23225 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .8448228 .0815038 10.37 0.000 .6850782 1.004567 -------------+---------------------------------------------------------------- /sigma | 2.752511 .2847001 9.67 0.000 2.194509 3.310513 ------------------------------------------------------------------------------ . . * . * add impact of Republican Convention . * . . arima iraq totbd piraqwar-pprisoner repcon if(week >= 116), ar(1) note: punoccupy dropped due to collinearity Number of gaps in sample: 14 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -152.78692 Iteration 1: log likelihood = -150.84438 Iteration 2: log likelihood = -150.14171 Iteration 3: log likelihood = -149.8805 Iteration 4: log likelihood = -147.56072 (switching optimization to BFGS) Iteration 5: log likelihood = -146.96615 Iteration 6: log likelihood = -146.3263 Iteration 7: log likelihood = -144.94744 Iteration 8: log likelihood = -144.70153 Iteration 9: log likelihood = -144.56513 Iteration 10: log likelihood = -143.92314 Iteration 11: log likelihood = -143.83491 Iteration 12: log likelihood = -143.78565 Iteration 13: log likelihood = -143.77232 Iteration 14: log likelihood = -143.769 (switching optimization to BHHH) Iteration 15: log likelihood = -143.76813 Iteration 16: log likelihood = -143.76813 (backed up) Iteration 17: log likelihood = -143.76812 (backed up) Iteration 18: log likelihood = -143.76811 (backed up) Iteration 19: log likelihood = -143.76811 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -143.7681 (backed up) Iteration 21: log likelihood = -143.76809 Iteration 22: log likelihood = -143.76787 Iteration 23: log likelihood = -143.76782 Iteration 24: log likelihood = -143.7678 Iteration 25: log likelihood = -143.7678 Iteration 26: log likelihood = -143.76774 Iteration 27: log likelihood = -143.76773 Iteration 28: log likelihood = -143.76772 ARIMA regression Sample: 116 to 195, but with gaps Number of obs = 57 Wald chi2(11) = 142.27 Log likelihood = -143.7677 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG iraq | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- iraq | totbd | -.0207754 .0071922 -2.89 0.004 -.0348719 -.0066789 piraqwar | 12.23605 5.248749 2.33 0.020 1.948688 22.52341 pbaghdad | -.4482917 3.523944 -0.13 0.899 -7.355095 6.458511 pmission | .1513447 26.08011 0.01 0.995 -50.96472 51.26741 pigc | -1.15885 75.47574 -0.02 0.988 -149.0886 146.7709 punhq | 2.527717 2.942944 0.86 0.390 -3.240347 8.295781 pitalian | .8563989 8.765037 0.10 0.922 -16.32276 18.03556 psaddam | .9487864 1.947169 0.49 0.626 -2.867595 4.765168 pprisoner | -.9183113 6.40224 -0.14 0.886 -13.46647 11.62985 repcon | 1.394097 6.708454 0.21 0.835 -11.75423 14.54242 _cons | 61.11891 5.04627 12.11 0.000 51.2284 71.00942 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .8301981 .086113 9.64 0.000 .6614196 .9989766 -------------+---------------------------------------------------------------- /sigma | 2.756704 .2911178 9.47 0.000 2.186123 3.327284 ------------------------------------------------------------------------------ . . **************************************************** . * Table 3. Bush overall job approval: pre-Iraq War * . **************************************************** . . * . * include rdi per capits . * . . arima approve rdpipcly totbd pwtc-ppowell if (week < 116), ar(1) note: totbd dropped due to collinearity Number of gaps in sample: 14 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -298.23436 Iteration 1: log likelihood = -275.45536 Iteration 2: log likelihood = -270.47181 Iteration 3: log likelihood = -269.22519 Iteration 4: log likelihood = -262.12319 (switching optimization to BFGS) Iteration 5: log likelihood = -261.39491 Iteration 6: log likelihood = -260.91732 Iteration 7: log likelihood = -259.50555 Iteration 8: log likelihood = -259.28279 Iteration 9: log likelihood = -258.97216 BFGS stepping has contracted, resetting BFGS Hessian (0) Iteration 10: log likelihood = -258.9326 Iteration 11: log likelihood = -258.93114 (backed up) Iteration 12: log likelihood = -258.92667 Iteration 13: log likelihood = -258.80106 Iteration 14: log likelihood = -258.7841 (switching optimization to BHHH) Iteration 15: log likelihood = -258.7815 Iteration 16: log likelihood = -258.77849 Iteration 17: log likelihood = -258.77821 Iteration 18: log likelihood = -258.77714 Iteration 19: log likelihood = -258.77707 (switching optimization to BFGS) Iteration 20: log likelihood = -258.77656 Iteration 21: log likelihood = -258.77573 Iteration 22: log likelihood = -258.77557 Iteration 23: log likelihood = -258.77513 Iteration 24: log likelihood = -258.77509 Iteration 25: log likelihood = -258.77499 Iteration 26: log likelihood = -258.77498 Iteration 27: log likelihood = -258.77498 Iteration 28: log likelihood = -258.77497 BFGS stepping has contracted, resetting BFGS Hessian (1) Iteration 29: log likelihood = -258.77496 (switching optimization to BHHH) Iteration 30: log likelihood = -258.77496 (backed up) ARIMA regression Sample: 5 to 115, but with gaps Number of obs = 97 Wald chi2(9) = 714.52 Log likelihood = -258.775 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | rdpipcly | -1916.898 4136.733 -0.46 0.643 -10024.74 6190.949 pwtc | 15.70268 .801831 19.58 0.000 14.13112 17.27424 pafghan | 2.92114 6.642472 0.44 0.660 -10.09787 15.94015 psfafghan | 1.911132 7.954524 0.24 0.810 -13.67945 17.50171 pkabul | -2.860616 6.271089 -0.46 0.648 -15.15172 9.430492 pbushun | -.9660564 15.68551 -0.06 0.951 -31.7091 29.77699 pcongress | 1.478714 4.140528 0.36 0.721 -6.636572 9.594001 ppowell | 4.273027 2.011507 2.12 0.034 .330545 8.215509 _cons | 65.22179 6.561091 9.94 0.000 52.36228 78.08129 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .9482953 .0406332 23.34 0.000 .8686556 1.027935 -------------+---------------------------------------------------------------- /sigma | 3.2895 .1656824 19.85 0.000 2.964768 3.614231 ------------------------------------------------------------------------------ . . * . * exclude rdi per capita . * . . arima approve totbd pwtc-ppowell if (week < 116), ar(1) note: totbd dropped due to collinearity Number of gaps in sample: 14 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -286.71885 Iteration 1: log likelihood = -282.34738 Iteration 2: log likelihood = -278.16018 Iteration 3: log likelihood = -274.13836 Iteration 4: log likelihood = -272.99348 (switching optimization to BFGS) Iteration 5: log likelihood = -272.41672 Iteration 6: log likelihood = -267.42 Iteration 7: log likelihood = -266.0195 Iteration 8: log likelihood = -264.14057 Iteration 9: log likelihood = -262.83433 Iteration 10: log likelihood = -262.11657 Iteration 11: log likelihood = -261.51907 Iteration 12: log likelihood = -260.63238 Iteration 13: log likelihood = -259.62983 Iteration 14: log likelihood = -259.11972 (switching optimization to BHHH) Iteration 15: log likelihood = -259.00782 Iteration 16: log likelihood = -259.00365 Iteration 17: log likelihood = -259.00131 Iteration 18: log likelihood = -259.00049 Iteration 19: log likelihood = -258.99965 (switching optimization to BFGS) Iteration 20: log likelihood = -258.99915 Iteration 21: log likelihood = -258.9964 Iteration 22: log likelihood = -258.99546 Iteration 23: log likelihood = -258.99525 Iteration 24: log likelihood = -258.99512 Iteration 25: log likelihood = -258.9951 Iteration 26: log likelihood = -258.99508 Iteration 27: log likelihood = -258.99499 Iteration 28: log likelihood = -258.99498 Iteration 29: log likelihood = -258.99495 ARIMA regression Sample: 5 to 115, but with gaps Number of obs = 97 Wald chi2(8) = 666.16 Log likelihood = -258.995 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | pwtc | 15.78782 .8180363 19.30 0.000 14.1845 17.39114 pafghan | 2.995447 6.764445 0.44 0.658 -10.26262 16.25352 psfafghan | 1.97699 8.142802 0.24 0.808 -13.98261 17.93659 pkabul | -2.735213 6.349449 -0.43 0.667 -15.1799 9.709478 pbushun | -.8011993 10.74551 -0.07 0.941 -21.86202 20.25962 pcongress | 1.476387 4.225615 0.35 0.727 -6.805666 9.75844 ppowell | 4.300368 2.043449 2.10 0.035 .2952806 8.305455 _cons | 64.76993 6.156074 10.52 0.000 52.70424 76.83561 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .9452204 .0424265 22.28 0.000 .862066 1.028375 -------------+---------------------------------------------------------------- /sigma | 3.298636 .1666159 19.80 0.000 2.972075 3.625198 ------------------------------------------------------------------------------ . . . *************************************************************** . * Table 4. Bush overall job approval: since start of Iraq War * . *************************************************************** . . * . * include rdi per capita . * . . arima approve rdpipcly totbd piraqwar-pkarzai if(week >= 116), ar(1 12) note: puniraq dropped due to collinearity note: pkarzai dropped due to collinearity Number of gaps in sample: 9 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -150.85491 Iteration 1: log likelihood = -150.81133 (backed up) Iteration 2: log likelihood = -150.77289 Iteration 3: log likelihood = -150.75355 Iteration 4: log likelihood = -150.7432 (backed up) (switching optimization to BFGS) Iteration 5: log likelihood = -150.72115 Iteration 6: log likelihood = -150.58756 (backed up) BFGS stepping has contracted, resetting BFGS Hessian (0) Iteration 7: log likelihood = -150.22879 Iteration 8: log likelihood = -150.22634 (backed up) Iteration 9: log likelihood = -150.1475 (backed up) Iteration 10: log likelihood = -150.13521 Iteration 11: log likelihood = -150.11458 Iteration 12: log likelihood = -149.86226 Iteration 13: log likelihood = -149.61781 Iteration 14: log likelihood = -149.51872 (switching optimization to BHHH) Iteration 15: log likelihood = -149.50258 Iteration 16: log likelihood = -149.50206 (backed up) Iteration 17: log likelihood = -149.5008 (backed up) Iteration 18: log likelihood = -149.50034 (backed up) Iteration 19: log likelihood = -149.49991 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -149.49952 (backed up) BFGS stepping has contracted, resetting BFGS Hessian (1) Iteration 21: log likelihood = -149.49608 Iteration 22: log likelihood = -149.49606 (backed up) Iteration 23: log likelihood = -149.49476 (backed up) Iteration 24: log likelihood = -149.49456 Iteration 25: log likelihood = -149.49435 Iteration 26: log likelihood = -149.49423 Iteration 27: log likelihood = -149.48952 Iteration 28: log likelihood = -149.48865 Iteration 29: log likelihood = -149.48829 (switching optimization to BHHH) Iteration 30: log likelihood = -149.48818 Iteration 31: log likelihood = -149.48817 (backed up) Iteration 32: log likelihood = -149.48817 (backed up) Iteration 33: log likelihood = -149.48816 (backed up) Iteration 34: log likelihood = -149.48816 (backed up) (switching optimization to BFGS) Iteration 35: log likelihood = -149.48815 (backed up) BFGS stepping has contracted, resetting BFGS Hessian (2) Iteration 36: log likelihood = -149.48812 Iteration 37: log likelihood = -149.48811 (backed up) Iteration 38: log likelihood = -149.48811 (backed up) Iteration 39: log likelihood = -149.4881 Iteration 40: log likelihood = -149.48808 Iteration 41: log likelihood = -149.48805 Iteration 42: log likelihood = -149.48796 Iteration 43: log likelihood = -149.48794 ARIMA regression Sample: 116 to 191, but with gaps Number of obs = 66 Wald chi2(13) = 387.46 Log likelihood = -149.4879 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | rdpipcly | -5739.86 2286.717 -2.51 0.012 -10221.74 -1257.976 totbd | -.015992 .0022292 -7.17 0.000 -.0203611 -.0116229 piraqwar | 7.854618 4.300344 1.83 0.068 -.573901 16.28314 pbaghdad | 5.773484 3.025429 1.91 0.056 -.1562469 11.70322 pmission | -2.014495 4.283683 -0.47 0.638 -10.41036 6.381369 punoccupy | -.2921156 23.50909 -0.01 0.990 -46.36908 45.78485 pigc | 1.435652 3.661273 0.39 0.695 -5.740311 8.611615 punhq | 2.67404 10.45396 0.26 0.798 -17.81535 23.16343 pitalian | -2.282351 35.40491 -0.06 0.949 -71.67469 67.10999 psaddam | 2.050528 5.372076 0.38 0.703 -8.478548 12.5796 pprisoner | -2.429409 1.878178 -1.29 0.196 -6.110569 1.251752 _cons | 64.55576 2.165916 29.81 0.000 60.31065 68.80088 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .3292329 .1400372 2.35 0.019 .054765 .6037009 L12 | -.222266 .1440987 -1.54 0.123 -.5046943 .0601622 -------------+---------------------------------------------------------------- /sigma | 2.295039 .2806528 8.18 0.000 1.74497 2.845109 ------------------------------------------------------------------------------ . . * . * exclude rdi per capita . * . . arima approve totbd piraqwar-pkarzai if(week >= 116), ar(1 12) note: puniraq dropped due to collinearity note: pkarzai dropped due to collinearity Number of gaps in sample: 9 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -173.99772 Iteration 1: log likelihood = -173.97787 Iteration 2: log likelihood = -173.83895 Iteration 3: log likelihood = -173.36646 Iteration 4: log likelihood = -171.08307 (switching optimization to BFGS) Iteration 5: log likelihood = -170.72006 Iteration 6: log likelihood = -169.84776 Iteration 7: log likelihood = -169.24453 Iteration 8: log likelihood = -168.93516 Iteration 9: log likelihood = -168.87017 Iteration 10: log likelihood = -168.79009 Iteration 11: log likelihood = -168.76799 Iteration 12: log likelihood = -168.76386 Iteration 13: log likelihood = -168.76299 Iteration 14: log likelihood = -168.76298 (switching optimization to BHHH) Iteration 15: log likelihood = -168.7629 Iteration 16: log likelihood = -168.7629 (backed up) Iteration 17: log likelihood = -168.7629 (backed up) Iteration 18: log likelihood = -168.7629 (backed up) Iteration 19: log likelihood = -168.7629 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -168.7629 (backed up) Iteration 21: log likelihood = -168.7629 Iteration 22: log likelihood = -168.7629 Iteration 23: log likelihood = -168.7629 ARIMA regression Sample: 116 to 197, but with gaps Number of obs = 72 Wald chi2(12) = 132.56 Log likelihood = -168.7629 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | totbd | -.0134725 .0027611 -4.88 0.000 -.0188842 -.0080608 piraqwar | 13.66006 4.115756 3.32 0.001 5.593325 21.72679 pbaghdad | 4.559941 4.650209 0.98 0.327 -4.5543 13.67418 pmission | -3.838935 2.151667 -1.78 0.074 -8.056125 .3782552 punoccupy | -1.057829 15.42015 -0.07 0.945 -31.28076 29.16511 pigc | 1.176281 5.285988 0.22 0.824 -9.184066 11.53663 punhq | 2.157389 9.831204 0.22 0.826 -17.11142 21.4262 pitalian | -2.892885 79.78266 -0.04 0.971 -159.264 153.4783 psaddam | .0211405 2.815827 0.01 0.994 -5.497778 5.540059 pprisoner | -2.643849 2.20848 -1.20 0.231 -6.97239 1.684692 _cons | 60.18396 1.832247 32.85 0.000 56.59282 63.77509 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .5942399 .1218291 4.88 0.000 .3554594 .8330205 L12 | -.0587221 .10894 -0.54 0.590 -.2722406 .1547964 -------------+---------------------------------------------------------------- /sigma | 2.464127 .2876834 8.57 0.000 1.900278 3.027976 ------------------------------------------------------------------------------ . . * . * exclude rdi per capita, include Republican convention . * . . arima approve totbd piraqwar-pkarzai repcon if(week >= 116), ar(1 12) note: puniraq dropped due to collinearity note: pkarzai dropped due to collinearity Number of gaps in sample: 9 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -169.40014 Iteration 1: log likelihood = -169.19978 Iteration 2: log likelihood = -169.17317 (backed up) Iteration 3: log likelihood = -168.88871 Iteration 4: log likelihood = -168.5874 (switching optimization to BFGS) Iteration 5: log likelihood = -168.19945 Iteration 6: log likelihood = -167.86531 Iteration 7: log likelihood = -167.24721 Iteration 8: log likelihood = -166.54879 Iteration 9: log likelihood = -166.50283 Iteration 10: log likelihood = -166.42943 Iteration 11: log likelihood = -166.4127 Iteration 12: log likelihood = -166.31549 Iteration 13: log likelihood = -166.27972 Iteration 14: log likelihood = -166.25329 (switching optimization to BHHH) Iteration 15: log likelihood = -166.24411 Iteration 16: log likelihood = -166.24385 Iteration 17: log likelihood = -166.24355 (backed up) Iteration 18: log likelihood = -166.24321 (backed up) Iteration 19: log likelihood = -166.24309 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -166.24287 (backed up) Iteration 21: log likelihood = -166.24074 Iteration 22: log likelihood = -166.23962 Iteration 23: log likelihood = -166.23839 Iteration 24: log likelihood = -166.23809 Iteration 25: log likelihood = -166.23779 Iteration 26: log likelihood = -166.23761 Iteration 27: log likelihood = -166.23727 Iteration 28: log likelihood = -166.23723 Iteration 29: log likelihood = -166.23721 (switching optimization to BHHH) Iteration 30: log likelihood = -166.2372 ARIMA regression Sample: 116 to 197, but with gaps Number of obs = 72 Wald chi2(13) = 226.04 Log likelihood = -166.2372 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | totbd | -.014809 .0024925 -5.94 0.000 -.0196943 -.0099237 piraqwar | 13.65148 3.110128 4.39 0.000 7.555744 19.74722 pbaghdad | 5.455349 2.792242 1.95 0.051 -.0173434 10.92804 pmission | -3.350617 2.394214 -1.40 0.162 -8.043191 1.341957 punoccupy | -.564487 9.451282 -0.06 0.952 -19.08866 17.95968 pigc | 1.264157 4.063548 0.31 0.756 -6.700251 9.228565 punhq | 2.214043 8.826616 0.25 0.802 -15.08581 19.51389 pitalian | -3.026267 38.23299 -0.08 0.937 -77.96154 71.90901 psaddam | .5359307 3.428979 0.16 0.876 -6.184745 7.256607 pprisoner | -2.576084 2.071615 -1.24 0.214 -6.636375 1.484207 repcon | 4.335408 2.930048 1.48 0.139 -1.40738 10.0782 _cons | 60.57022 1.445737 41.90 0.000 57.73663 63.40381 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .4773058 .1273084 3.75 0.000 .227786 .7268257 L12 | -.1275784 .11676 -1.09 0.275 -.3564239 .101267 -------------+---------------------------------------------------------------- /sigma | 2.392618 .2890911 8.28 0.000 1.82601 2.959226 ------------------------------------------------------------------------------ . . * . * create log10 of battle deaths . * . . gen l10totbd = log10(totbd) (111 missing values generated) . label variable l10totbd "Log of Total Battle Deaths" . . ************************* . * Bush approval on Iraq * . ************************* . . * . * "regular" equation with log10 bd . * . . arima iraq l10totbd piraqwar-pprisoner if(week >= 116), ar(1) note: punoccupy dropped due to collinearity Number of gaps in sample: 14 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -154.64822 Iteration 1: log likelihood = -153.29667 Iteration 2: log likelihood = -152.95301 Iteration 3: log likelihood = -150.82464 Iteration 4: log likelihood = -149.38938 (switching optimization to BFGS) Iteration 5: log likelihood = -148.93176 Iteration 6: log likelihood = -146.53846 Iteration 7: log likelihood = -145.93412 Iteration 8: log likelihood = -145.54915 Iteration 9: log likelihood = -145.44883 Iteration 10: log likelihood = -145.28786 Iteration 11: log likelihood = -145.20395 Iteration 12: log likelihood = -145.14079 Iteration 13: log likelihood = -145.1382 Iteration 14: log likelihood = -145.1375 (switching optimization to BHHH) Iteration 15: log likelihood = -145.13737 Iteration 16: log likelihood = -145.13737 Iteration 17: log likelihood = -145.13737 Iteration 18: log likelihood = -145.13736 (backed up) Iteration 19: log likelihood = -145.13736 (switching optimization to BFGS) Iteration 20: log likelihood = -145.13736 (backed up) Iteration 21: log likelihood = -145.13735 Iteration 22: log likelihood = -145.13735 Iteration 23: log likelihood = -145.13735 ARIMA regression Sample: 116 to 195, but with gaps Number of obs = 57 Wald chi2(10) = 201.63 Log likelihood = -145.1373 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG iraq | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- iraq | l10totbd | -13.30849 9.005144 -1.48 0.139 -30.95825 4.341268 piraqwar | 11.75504 7.765778 1.51 0.130 -3.465602 26.97569 pbaghdad | -.2482355 3.380039 -0.07 0.941 -6.87299 6.376519 pmission | .1568867 13.5077 0.01 0.991 -26.31771 26.63149 pigc | -1.125011 18.02272 -0.06 0.950 -36.4489 34.19888 punhq | 2.707541 3.732071 0.73 0.468 -4.607184 10.02227 pitalian | .91992 6.292144 0.15 0.884 -11.41246 13.2523 psaddam | .9463321 1.867429 0.51 0.612 -2.713762 4.606426 pprisoner | -1.335651 6.161012 -0.22 0.828 -13.41101 10.73971 _cons | 85.1231 25.8733 3.29 0.001 34.41236 135.8338 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .8496402 .0868713 9.78 0.000 .6793755 1.019905 -------------+---------------------------------------------------------------- /sigma | 2.811203 .2546445 11.04 0.000 2.312109 3.310297 ------------------------------------------------------------------------------ . . * . * add Republican Convention with log10 bd . * . . arima iraq l10totbd piraqwar-pprisoner repcon if(week >= 116), ar(1) note: punoccupy dropped due to collinearity Number of gaps in sample: 14 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -154.35981 Iteration 1: log likelihood = -153.8877 Iteration 2: log likelihood = -152.32417 Iteration 3: log likelihood = -151.20789 Iteration 4: log likelihood = -150.48323 (switching optimization to BFGS) Iteration 5: log likelihood = -150.23872 Iteration 6: log likelihood = -147.54446 Iteration 7: log likelihood = -147.28675 Iteration 8: log likelihood = -146.32253 Iteration 9: log likelihood = -145.89233 Iteration 10: log likelihood = -145.56308 Iteration 11: log likelihood = -145.43908 Iteration 12: log likelihood = -145.24765 Iteration 13: log likelihood = -145.15149 Iteration 14: log likelihood = -145.1453 (switching optimization to BHHH) Iteration 15: log likelihood = -145.13086 Iteration 16: log likelihood = -145.13035 Iteration 17: log likelihood = -145.12989 Iteration 18: log likelihood = -145.12975 Iteration 19: log likelihood = -145.12967 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -145.12961 Iteration 21: log likelihood = -145.12947 Iteration 22: log likelihood = -145.12944 Iteration 23: log likelihood = -145.12942 Iteration 24: log likelihood = -145.12933 Iteration 25: log likelihood = -145.1293 Iteration 26: log likelihood = -145.1293 Iteration 27: log likelihood = -145.12929 Iteration 28: log likelihood = -145.12928 Iteration 29: log likelihood = -145.12926 (switching optimization to BHHH) Iteration 30: log likelihood = -145.12926 ARIMA regression Sample: 116 to 195, but with gaps Number of obs = 57 Wald chi2(11) = 203.56 Log likelihood = -145.1293 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG iraq | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- iraq | l10totbd | -13.00194 9.307536 -1.40 0.162 -31.24437 5.240496 piraqwar | 11.76198 7.831165 1.50 0.133 -3.586818 27.11079 pbaghdad | -.2796356 3.35601 -0.08 0.934 -6.857294 6.298023 pmission | .1441638 13.93834 0.01 0.992 -27.17448 27.46281 pigc | -1.126717 18.77734 -0.06 0.952 -37.92963 35.6762 punhq | 2.700902 3.698254 0.73 0.465 -4.547544 9.949347 pitalian | .9224409 6.224141 0.15 0.882 -11.27665 13.12153 psaddam | .9408275 1.86633 0.50 0.614 -2.717113 4.598768 pprisoner | -1.303929 6.183218 -0.21 0.833 -13.42281 10.81496 repcon | -.3732971 14.653 -0.03 0.980 -29.09266 28.34606 _cons | 84.37062 26.80428 3.15 0.002 31.83519 136.906 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .8533231 .0861534 9.90 0.000 .6844656 1.022181 -------------+---------------------------------------------------------------- /sigma | 2.808401 .2559719 10.97 0.000 2.306705 3.310097 ------------------------------------------------------------------------------ . . ****************************************************** . * Bush overall job approval: since start of Iraq War * . ****************************************************** . . * . * include rdi per capita . * . . arima approve rdpipcly l10totbd piraqwar-pkarzai if(week >= 116), ar(1 12) note: puniraq dropped due to collinearity note: pkarzai dropped due to collinearity Number of gaps in sample: 9 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -155.42006 Iteration 1: log likelihood = -155.36957 (backed up) Iteration 2: log likelihood = -155.28641 Iteration 3: log likelihood = -155.23157 Iteration 4: log likelihood = -155.21891 (backed up) (switching optimization to BFGS) Iteration 5: log likelihood = -155.19754 (backed up) Iteration 6: log likelihood = -155.11352 Iteration 7: log likelihood = -154.88452 Iteration 8: log likelihood = -154.84215 Iteration 9: log likelihood = -154.47569 Iteration 10: log likelihood = -154.01138 Iteration 11: log likelihood = -153.74324 Iteration 12: log likelihood = -153.70883 Iteration 13: log likelihood = -153.6518 Iteration 14: log likelihood = -153.59937 (switching optimization to BHHH) Iteration 15: log likelihood = -153.57735 Iteration 16: log likelihood = -153.57727 (backed up) Iteration 17: log likelihood = -153.57696 (backed up) Iteration 18: log likelihood = -153.57682 (backed up) Iteration 19: log likelihood = -153.57667 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -153.57654 (backed up) Iteration 21: log likelihood = -153.5746 Iteration 22: log likelihood = -153.57419 Iteration 23: log likelihood = -153.57317 Iteration 24: log likelihood = -153.5724 Iteration 25: log likelihood = -153.5713 Iteration 26: log likelihood = -153.57103 Iteration 27: log likelihood = -153.57097 Iteration 28: log likelihood = -153.57081 Iteration 29: log likelihood = -153.5708 (switching optimization to BHHH) Iteration 30: log likelihood = -153.57079 Iteration 31: log likelihood = -153.57079 Iteration 32: log likelihood = -153.57079 (backed up) Iteration 33: log likelihood = -153.57079 (backed up) Iteration 34: log likelihood = -153.57079 (backed up) (switching optimization to BFGS) Iteration 35: log likelihood = -153.57079 (backed up) Iteration 36: log likelihood = -153.57079 Iteration 37: log likelihood = -153.57079 Iteration 38: log likelihood = -153.57079 ARIMA regression Sample: 116 to 191, but with gaps Number of obs = 66 Wald chi2(13) = 561.88 Log likelihood = -153.5708 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | rdpipcly | -2245.961 2600.855 -0.86 0.388 -7343.542 2851.621 l10totbd | -15.51108 2.68271 -5.78 0.000 -20.76909 -10.25306 piraqwar | 5.587074 5.038163 1.11 0.267 -4.287545 15.46169 pbaghdad | 7.239058 2.997275 2.42 0.016 1.364507 13.11361 pmission | -1.946476 4.087051 -0.48 0.634 -9.956949 6.063998 punoccupy | .3142464 26.76504 0.01 0.991 -52.14426 52.77276 pigc | 1.58115 4.058985 0.39 0.697 -6.374315 9.536615 punhq | 2.469081 15.03903 0.16 0.870 -27.00688 31.94504 pitalian | -2.241631 36.15289 -0.06 0.951 -73.09999 68.61673 psaddam | 1.982403 5.077568 0.39 0.696 -7.969446 11.93425 pprisoner | -3.842426 1.942622 -1.98 0.048 -7.649895 -.0349574 _cons | 95.59292 7.584975 12.60 0.000 80.72664 110.4592 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .3533815 .1557722 2.27 0.023 .0480735 .6586894 L12 | -.231558 .1553706 -1.49 0.136 -.5360788 .0729627 -------------+---------------------------------------------------------------- /sigma | 2.436787 .2630744 9.26 0.000 1.921171 2.952403 ------------------------------------------------------------------------------ . . * . * exclude rdi per capita . * . . arima approve l10totbd piraqwar-pkarzai if(week >= 116), ar(1 12) note: puniraq dropped due to collinearity note: pkarzai dropped due to collinearity Number of gaps in sample: 9 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -171.9208 Iteration 1: log likelihood = -171.89323 (backed up) Iteration 2: log likelihood = -171.66208 Iteration 3: log likelihood = -171.52487 Iteration 4: log likelihood = -170.78241 (switching optimization to BFGS) Iteration 5: log likelihood = -170.57766 Iteration 6: log likelihood = -170.1007 Iteration 7: log likelihood = -169.91929 Iteration 8: log likelihood = -169.61805 Iteration 9: log likelihood = -169.60085 Iteration 10: log likelihood = -169.54218 Iteration 11: log likelihood = -169.31419 Iteration 12: log likelihood = -169.26372 Iteration 13: log likelihood = -168.92923 Iteration 14: log likelihood = -168.84682 (switching optimization to BHHH) Iteration 15: log likelihood = -168.81188 Iteration 16: log likelihood = -168.81172 (backed up) Iteration 17: log likelihood = -168.81016 Iteration 18: log likelihood = -168.80785 (backed up) Iteration 19: log likelihood = -168.80784 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -168.80752 (backed up) Iteration 21: log likelihood = -168.80608 Iteration 22: log likelihood = -168.80595 Iteration 23: log likelihood = -168.80368 Iteration 24: log likelihood = -168.80355 Iteration 25: log likelihood = -168.80311 Iteration 26: log likelihood = -168.80294 Iteration 27: log likelihood = -168.80276 Iteration 28: log likelihood = -168.80272 Iteration 29: log likelihood = -168.80272 (switching optimization to BHHH) Iteration 30: log likelihood = -168.80271 ARIMA regression Sample: 116 to 197, but with gaps Number of obs = 72 Wald chi2(12) = 368.19 Log likelihood = -168.8027 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | l10totbd | -14.75591 2.852336 -5.17 0.000 -20.34638 -9.165431 piraqwar | 8.538941 4.504589 1.90 0.058 -.2898911 17.36777 pbaghdad | 6.273931 3.516758 1.78 0.074 -.6187887 13.16665 pmission | -2.78714 2.634356 -1.06 0.290 -7.950383 2.376103 punoccupy | -.0866145 12.81695 -0.01 0.995 -25.20737 25.03414 pigc | 1.37276 4.572013 0.30 0.764 -7.588221 10.33374 punhq | 2.283067 14.41679 0.16 0.874 -25.97332 30.53945 pitalian | -2.575798 37.03577 -0.07 0.945 -75.16458 70.01298 psaddam | .8654797 3.284295 0.26 0.792 -5.571621 7.30258 pprisoner | -3.344853 2.085502 -1.60 0.109 -7.432362 .7426559 _cons | 92.25964 7.877416 11.71 0.000 76.82019 107.6991 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .47965 .1454205 3.30 0.001 .194631 .7646691 L12 | -.1332326 .1289484 -1.03 0.301 -.3859667 .1195015 -------------+---------------------------------------------------------------- /sigma | 2.478519 .2691552 9.21 0.000 1.950985 3.006053 ------------------------------------------------------------------------------ . . * . * exclude rdi per capita, include Republican convention . * . . arima approve l10totbd piraqwar-pkarzai repcon if(week >= 116), ar(1 12) note: puniraq dropped due to collinearity note: pkarzai dropped due to collinearity Number of gaps in sample: 9 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -169.17904 Iteration 1: log likelihood = -169.16534 (backed up) Iteration 2: log likelihood = -168.94416 Iteration 3: log likelihood = -168.84022 Iteration 4: log likelihood = -168.77641 (switching optimization to BFGS) Iteration 5: log likelihood = -168.54088 Iteration 6: log likelihood = -168.30734 Iteration 7: log likelihood = -167.96712 Iteration 8: log likelihood = -167.72502 Iteration 9: log likelihood = -167.48822 Iteration 10: log likelihood = -167.44167 Iteration 11: log likelihood = -167.24227 Iteration 12: log likelihood = -167.16223 Iteration 13: log likelihood = -167.08297 Iteration 14: log likelihood = -167.06028 (switching optimization to BHHH) Iteration 15: log likelihood = -167.04332 Iteration 16: log likelihood = -167.04315 Iteration 17: log likelihood = -167.04296 (backed up) Iteration 18: log likelihood = -167.04283 (backed up) Iteration 19: log likelihood = -167.04273 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -167.04265 (backed up) Iteration 21: log likelihood = -167.04073 Iteration 22: log likelihood = -167.04057 Iteration 23: log likelihood = -167.04039 Iteration 24: log likelihood = -167.04031 Iteration 25: log likelihood = -167.04029 Iteration 26: log likelihood = -167.04019 Iteration 27: log likelihood = -167.04016 Iteration 28: log likelihood = -167.04015 Iteration 29: log likelihood = -167.04015 ARIMA regression Sample: 116 to 197, but with gaps Number of obs = 72 Wald chi2(13) = 561.88 Log likelihood = -167.0401 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | l10totbd | -16.20807 2.701522 -6.00 0.000 -21.50295 -10.91318 piraqwar | 7.128502 4.053084 1.76 0.079 -.815396 15.0724 pbaghdad | 7.337949 2.743491 2.67 0.007 1.960805 12.71509 pmission | -2.243816 3.309549 -0.68 0.498 -8.730413 4.24278 punoccupy | .3644064 11.82471 0.03 0.975 -22.8116 23.54042 pigc | 1.466095 4.479539 0.33 0.743 -7.313641 10.24583 punhq | 2.142381 12.5041 0.17 0.864 -22.3652 26.64996 pitalian | -2.474491 42.54093 -0.06 0.954 -85.85319 80.9042 psaddam | 1.474515 4.286318 0.34 0.731 -6.926515 9.875544 pprisoner | -3.157582 1.976437 -1.60 0.110 -7.031328 .7161635 repcon | 3.26752 2.361285 1.38 0.166 -1.360514 7.895554 _cons | 95.95599 7.342775 13.07 0.000 81.56441 110.3476 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .3826013 .153547 2.49 0.013 .0816547 .683548 L12 | -.1748584 .1410083 -1.24 0.215 -.4512296 .1015127 -------------+---------------------------------------------------------------- /sigma | 2.427091 .2529088 9.60 0.000 1.931398 2.922783 ------------------------------------------------------------------------------ . . end of do-file . exit, clear