---------------------------------------------------------------------------------------------------------- log: C:\DATA\analysis.log log type: text opened on: 1 Jul 2004, 21:31:57 . . * . * 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: 178 vars: 23 1 Jul 2004 21:28 size: 10,324 (99.0% of memory free) ------------------------------------------------------------------------------- storage display value variable name type format label variable label ------------------------------------------------------------------------------- week int %tg approve float %8.0g Bush job approval iraq float %8.0g Bush Iraq approval rdpipcly float %9.0g change rdpi year totbd int %9.0g total battle deaths 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 ------------------------------------------------------------------------------- Sorted by: week . . summ Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- week | 178 93.5 51.52831 5 182 approve | 155 63.82025 12.0943 42 90 iraq | 70 53.47887 9.342171 35 76 rdpipcly | 170 .0004832 .0003468 -.0000872 .0012007 totbd | 178 158.2135 246.5942 0 838 -------------+-------------------------------------------------------- wtc | 176 2102.25 7760.912 0 64825 afghan | 176 1092.114 3815.351 0 21555 sfafghan | 176 51.07955 467.5338 0 5714 kabul | 176 241.892 1367.295 0 13302 bushun | 176 57.51705 521.5372 0 6378 -------------+-------------------------------------------------------- congress | 176 18.94318 182.5092 0 2076 powell | 176 178.0057 1694.444 0 21968 iraqwar | 176 1076.733 4096.377 0 25752 baghdad | 176 459.1534 2208.665 0 21432 mission | 176 74.61364 890.2071 0 11735 -------------+-------------------------------------------------------- unoccupy | 176 7.670455 101.7601 0 1350 igc | 176 4.028409 53.44289 0 709 unhq | 176 25.21023 334.4515 0 4437 italian | 176 19.13068 193.5756 0 2374 saddam | 176 132.858 1490.931 0 19531 -------------+-------------------------------------------------------- prisoner | 176 330.5682 1639.178 0 9305 uniraq | 176 34.98864 464.1767 0 6158 karzai | 176 43.63636 578.9018 0 7680 . . corr (obs=61) | week approve iraq rdpipcly totbd wtc afghan sfafghan kabul bushun -------------+------------------------------------------------------------------------------------------ week | 1.0000 approve | -0.7707 1.0000 iraq | -0.5964 0.9103 1.0000 rdpipcly | 0.7213 -0.7020 -0.6602 1.0000 totbd | 0.9734 -0.7517 -0.6189 0.7900 1.0000 wtc | . . . . . . afghan | . . . . . . . sfafghan | . . . . . . . . kabul | . . . . . . . . . bushun | -0.2952 0.1736 0.1271 -0.1425 -0.1880 . . . . 1.0000 congress | -0.2276 0.1483 0.0453 0.0837 -0.1576 . . . . -0.0199 powell | -0.1757 0.0641 0.0759 -0.2469 -0.2097 . . . . -0.0264 iraqwar | -0.2471 0.6666 0.7489 -0.4996 -0.2770 . . . . -0.0605 baghdad | -0.1654 0.5259 0.5793 -0.3769 -0.1735 . . . . -0.0460 mission | -0.0693 0.1861 0.2567 -0.1465 -0.0770 . . . . -0.0199 unoccupy | . . . . . . . . . . igc | -0.0148 0.0347 0.0202 0.0561 -0.0289 . . . . -0.0199 unhq | 0.0180 -0.0127 0.0101 0.1560 0.0037 . . . . -0.0199 italian | 0.0835 -0.1326 -0.1358 0.0813 0.0860 . . . . -0.0199 saddam | 0.1221 -0.0490 -0.0108 0.1201 0.1239 . . . . -0.0229 prisoner | 0.2145 -0.1736 -0.1962 0.1600 0.2788 . . . . -0.0199 uniraq | . . . . . . . . . . karzai | . . . . . . . . . . | congress powell iraqwar baghdad mission unoccupy igc unhq italian saddam -------------+------------------------------------------------------------------------------------------ congress | 1.0000 powell | -0.0222 1.0000 iraqwar | -0.0507 -0.0675 1.0000 baghdad | -0.0386 -0.0513 0.6022 1.0000 mission | -0.0167 -0.0222 0.2131 0.3418 1.0000 unoccupy | . . . . . . igc | -0.0167 -0.0222 -0.0507 -0.0386 -0.0167 . 1.0000 unhq | -0.0167 -0.0222 -0.0507 -0.0386 -0.0167 . -0.0167 1.0000 italian | -0.0167 -0.0222 -0.0507 -0.0386 -0.0167 . -0.0167 -0.0167 1.0000 saddam | -0.0192 -0.0255 -0.0584 -0.0444 -0.0192 . -0.0192 -0.0192 -0.0192 1.0000 prisoner | -0.0167 -0.0222 -0.0507 -0.0386 -0.0167 . -0.0167 -0.0167 -0.0167 -0.0192 uniraq | . . . . . . . . . . karzai | . . . . . . . . . . | prisoner uniraq karzai -------------+--------------------------- prisoner | 1.0000 uniraq | . . karzai | . . . . . * . * code Iraq approval as 0 if before start of war . * . . gen iraq2 = iraq (108 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. } (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) (2 missing values generated) . . . ********************************** . * Table 2. Bush approval on Iraq * . ********************************** . . arima iraq totbd piraqwar-pprisoner if(week >= 116), ar(1) note: punoccupy dropped due to collinearity Number of gaps in sample: 10 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -133.11463 Iteration 1: log likelihood = -130.12344 Iteration 2: log likelihood = -129.77135 Iteration 3: log likelihood = -127.45133 Iteration 4: log likelihood = -126.69805 (switching optimization to BFGS) Iteration 5: log likelihood = -126.69575 Iteration 6: log likelihood = -125.95564 Iteration 7: log likelihood = -124.54482 Iteration 8: log likelihood = -124.30516 Iteration 9: log likelihood = -124.28285 Iteration 10: log likelihood = -124.19816 Iteration 11: log likelihood = -124.19224 Iteration 12: log likelihood = -124.19158 Iteration 13: log likelihood = -124.19154 Iteration 14: log likelihood = -124.19154 ARIMA regression Sample: 116 to 179, but with gaps Number of obs = 51 Wald chi2(10) = 137.63 Log likelihood = -124.1915 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG iraq | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- iraq | totbd | -.0285243 .0095065 -3.00 0.003 -.0471566 -.009892 piraqwar | 11.33546 4.853981 2.34 0.020 1.821833 20.84909 pbaghdad | -.2652109 3.550976 -0.07 0.940 -7.224997 6.694575 pmission | .3237504 26.96959 0.01 0.990 -52.53567 53.18317 pigc | -1.17808 34.79294 -0.03 0.973 -69.371 67.01484 punhq | 2.439866 2.585134 0.94 0.345 -2.626904 7.506636 pitalian | .8995892 7.55932 0.12 0.905 -13.91641 15.71558 psaddam | 1.023508 1.658082 0.62 0.537 -2.226272 4.273289 pprisoner | -.7390713 6.232153 -0.12 0.906 -12.95387 11.47572 _cons | 63.786 5.076596 12.56 0.000 53.83605 73.73594 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .8051199 .0773158 10.41 0.000 .6535837 .956656 -------------+---------------------------------------------------------------- /sigma | 2.588794 .3394532 7.63 0.000 1.923478 3.254111 ------------------------------------------------------------------------------ . . . **************************************************** . * Table 3. Bush overall job approval: pre-Iraq War * . **************************************************** . . 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 = -296.53304 Iteration 1: log likelihood = -290.98347 Iteration 2: log likelihood = -284.49238 Iteration 3: log likelihood = -275.10034 Iteration 4: log likelihood = -272.37126 (switching optimization to BFGS) BFGS stepping has contracted, resetting BFGS Hessian (0) Iteration 5: log likelihood = -268.09869 Iteration 6: log likelihood = -267.52316 (backed up) Iteration 7: log likelihood = -267.33248 Iteration 8: log likelihood = -263.04318 Iteration 9: log likelihood = -260.14967 Iteration 10: log likelihood = -259.51315 Iteration 11: log likelihood = -259.43411 Iteration 12: log likelihood = -259.3627 Iteration 13: log likelihood = -259.34157 Iteration 14: log likelihood = -259.33048 (switching optimization to BHHH) Iteration 15: log likelihood = -259.31842 Iteration 16: log likelihood = -259.23322 Iteration 17: log likelihood = -259.07754 Iteration 18: log likelihood = -258.99111 Iteration 19: log likelihood = -258.8941 (switching optimization to BFGS) Iteration 20: log likelihood = -258.8254 Iteration 21: log likelihood = -258.79829 BFGS stepping has contracted, resetting BFGS Hessian (1) Iteration 22: log likelihood = -258.79224 Iteration 23: log likelihood = -258.79195 (backed up) Iteration 24: log likelihood = -258.79026 Iteration 25: log likelihood = -258.78834 Iteration 26: log likelihood = -258.78727 Iteration 27: log likelihood = -258.78717 Iteration 28: log likelihood = -258.78696 Iteration 29: log likelihood = -258.78692 (switching optimization to BHHH) Iteration 30: log likelihood = -258.78685 Iteration 31: log likelihood = -258.78682 Iteration 32: log likelihood = -258.78669 Iteration 33: log likelihood = -258.78666 Iteration 34: log likelihood = -258.78663 (switching optimization to BFGS) Iteration 35: log likelihood = -258.78661 Iteration 36: log likelihood = -258.7866 Iteration 37: log likelihood = -258.78658 Iteration 38: log likelihood = -258.78657 Iteration 39: log likelihood = -258.78657 BFGS stepping has contracted, resetting BFGS Hessian (2) Iteration 40: log likelihood = -258.78657 Iteration 41: log likelihood = -258.78657 (backed up) ARIMA regression Sample: 5 to 115, but with gaps Number of obs = 97 Wald chi2(9) = 720.00 Log likelihood = -258.7866 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | rdpipcly | -1950.457 4605.131 -0.42 0.672 -10976.35 7075.433 pwtc | 15.68633 .8011069 19.58 0.000 14.11619 17.25647 pafghan | 2.901817 6.615009 0.44 0.661 -10.06336 15.867 psfafghan | 1.895635 7.922616 0.24 0.811 -13.63241 17.42368 pkabul | -2.881352 6.251831 -0.46 0.645 -15.13471 9.372011 pbushun | -.9321357 14.73181 -0.06 0.950 -29.80596 27.94169 pcongress | 1.481999 4.125318 0.36 0.719 -6.603475 9.567472 ppowell | 4.290811 2.023037 2.12 0.034 .3257319 8.25589 _cons | 65.36501 6.684609 9.78 0.000 52.26341 78.4666 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .9491562 .0403021 23.55 0.000 .8701655 1.028147 -------------+---------------------------------------------------------------- /sigma | 3.289432 .1651185 19.92 0.000 2.965805 3.613058 ------------------------------------------------------------------------------ . . . *************************************************************** . * Table 4. Bush overall job approval: since start of Iraq War * . *************************************************************** . . 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: 6 (note: filtering over missing observations) (setting optimization to BHHH) Iteration 0: log likelihood = -117.85792 Iteration 1: log likelihood = -117.72028 Iteration 2: log likelihood = -117.70682 Iteration 3: log likelihood = -117.36015 Iteration 4: log likelihood = -117.17326 (switching optimization to BFGS) BFGS stepping has contracted, resetting BFGS Hessian (0) Iteration 5: log likelihood = -117.01228 Iteration 6: log likelihood = -116.92275 (backed up) Iteration 7: log likelihood = -116.70198 (backed up) Iteration 8: log likelihood = -116.61608 Iteration 9: log likelihood = -116.57522 Iteration 10: log likelihood = -116.12824 Iteration 11: log likelihood = -115.7954 Iteration 12: log likelihood = -115.66619 Iteration 13: log likelihood = -115.5623 Iteration 14: log likelihood = -115.52885 (switching optimization to BHHH) Iteration 15: log likelihood = -115.51061 Iteration 16: log likelihood = -115.50967 (backed up) Iteration 17: log likelihood = -115.50938 (backed up) Iteration 18: log likelihood = -115.50912 (backed up) Iteration 19: log likelihood = -115.50878 (backed up) (switching optimization to BFGS) Iteration 20: log likelihood = -115.50871 (backed up) BFGS stepping has contracted, resetting BFGS Hessian (1) Iteration 21: log likelihood = -115.48096 Iteration 22: log likelihood = -115.47996 (backed up) Iteration 23: log likelihood = -115.47842 (backed up) Iteration 24: log likelihood = -115.47758 Iteration 25: log likelihood = -115.47716 Iteration 26: log likelihood = -115.47164 Iteration 27: log likelihood = -115.46129 Iteration 28: log likelihood = -115.45976 Iteration 29: log likelihood = -115.45843 (switching optimization to BHHH) Iteration 30: log likelihood = -115.45776 Iteration 31: log likelihood = -115.45771 (backed up) Iteration 32: log likelihood = -115.45771 (backed up) Iteration 33: log likelihood = -115.45771 (backed up) Iteration 34: log likelihood = -115.45771 (backed up) (switching optimization to BFGS) Iteration 35: log likelihood = -115.45771 (backed up) BFGS stepping has contracted, resetting BFGS Hessian (2) Iteration 36: log likelihood = -115.45769 Iteration 37: log likelihood = -115.45769 (backed up) Iteration 38: log likelihood = -115.45769 Iteration 39: log likelihood = -115.45769 Iteration 40: log likelihood = -115.45768 Iteration 41: log likelihood = -115.45761 Iteration 42: log likelihood = -115.45756 Iteration 43: log likelihood = -115.45753 Iteration 44: log likelihood = -115.45752 ARIMA regression Sample: 116 to 174, but with gaps Number of obs = 52 Wald chi2(13) = 427.59 Log likelihood = -115.4575 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | OPG approve | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- approve | rdpipcly | -8077.942 6763.822 -1.19 0.232 -21334.79 5178.905 totbd | -.0122107 .0056718 -2.15 0.031 -.0233273 -.0010942 piraqwar | 9.417788 4.612872 2.04 0.041 .3767248 18.45885 pbaghdad | 6.053956 2.386449 2.54 0.011 1.376602 10.73131 pmission | -2.197952 4.061753 -0.54 0.588 -10.15884 5.762938 punoccupy | -.3611387 9.247714 -0.04 0.969 -18.48633 17.76405 pigc | 1.601943 2.138311 0.75 0.454 -2.58907 5.792956 punhq | 3.518903 8.257939 0.43 0.670 -12.66636 19.70417 pitalian | -2.734006 18.24086 -0.15 0.881 -38.48544 33.01742 psaddam | 1.648603 5.605755 0.29 0.769 -9.338475 12.63568 pprisoner | 1.469094 6414.484 0.00 1.000 -12570.69 12573.63 _cons | 64.85123 2.97023 21.83 0.000 59.02969 70.67277 -------------+---------------------------------------------------------------- ARMA | ar | L1 | .3476062 .13435 2.59 0.010 .0842851 .6109273 L12 | -.3933413 .1623444 -2.42 0.015 -.7115305 -.075152 -------------+---------------------------------------------------------------- /sigma | 2.148491 .297482 7.22 0.000 1.565437 2.731545 ------------------------------------------------------------------------------ . . end of do-file . exit, clear