--------------------------------------------------------------------------------- log: J:\Lobby\Agendas_Project\Death_Penalty\book\chapters\current\ch5_Opi > nion\analysis2007\final_ecm_web.log log type: text opened on: 5 Sep 2007, 14:57:12 . #delimit ; delimiter now ; . set more off ; . * ***********************************************************************; . * Path Name: J:\Lobby\Agendas_Project\Death_Penalty\book\chapters\current\ > ch5_Opinion\analysis2007*; . * File-Name: final_ecm_web.do *; . * Date: August 13, 2007 *; . * Author: SDB *; . * Purpose: Estimate quarterly models of public opinion *; . * Data Used: all_qtrly_data.dta *; . * Output File: final_ecm_web.log *; . * Data Output: none *; . * Previous File: final_ecm.do *; . * Machine: office *; . * ***********************************************************************; . *use c:\projects\death_penalty\book\data\merged\all_qtrly_data.dta; . use J:\Lobby\Agendas_Project\Death_Penalty\book\data\merged\all_qtrly_data.dta; . summ; Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- qdate | 213 81 61.63197 -25 187 executions | 125 9.992 7.165662 1 30 exonerations | 175 .7028571 1.130935 0 7 year | 143 1978.986 15.29659 1953 2006 quarter | 143 2.41958 1.15315 1 4 -------------+-------------------------------------------------------- date | 0 hom | 124 4929.242 754.6276 3440 6830 propsm | 211 59.53191 4.41218 52.458 69.381 prop | 211 59.65573 4.534458 51.945 70.973 prorawsm | 0 -------------+-------------------------------------------------------- proraw | 0 antipsm | 211 40.49827 4.384022 32.25 48.136 antip | 211 40.58027 4.450557 31.81 49.076 antirawsm | 0 antiraw | 0 -------------+-------------------------------------------------------- propsm_noy~s | 211 61.68594 4.170037 55.046 70.774 prop_noyel~s | 211 61.16828 4.181465 54.086 71.559 antipsm_no~s | 211 38.27915 4.140032 30.499 45.479 antip_noye~s | 211 38.61891 4.174631 28.991 46.514 netpsm | 211 19.03363 8.789576 4.321999 36.955 -------------+-------------------------------------------------------- major | 225 0 .1636634 -1 1 sept11 | 225 .0044444 .0666667 0 1 OKcity | 225 .0044444 .0666667 0 1 ILmor | 225 .0044444 .0666667 0 1 EX100 | 225 .0044444 .0666667 0 1 -------------+-------------------------------------------------------- DCsnipers | 225 .0044444 .0666667 0 1 ILclemency | 225 .0044444 .0666667 0 1 proevents | 225 .0133333 .1149534 0 1 antievents | 225 .0133333 .1149534 0 1 tone_stron~o | 179 3.430168 4.058475 0 21 -------------+-------------------------------------------------------- tone_weak_~o | 179 4.055866 5.250704 0 22 tone_neutral | 179 2.027933 2.214432 0 11 tone_weak_~i | 179 3.899441 3.964867 0 20 tone_stron~i | 179 5.972067 6.993922 0 40 tone_uncod~e | 179 2.620112 3.482031 0 35 -------------+-------------------------------------------------------- tone_pro | 179 7.486034 6.830498 0 29 tone_anti | 179 9.871508 9.429229 0 51 tone_blah | 179 4.648045 5.031824 0 46 type_news | 179 18.25698 13.80486 0 106 type_edito~l | 179 1.139665 1.464003 0 6 -------------+-------------------------------------------------------- type_op_ed | 179 .6089385 1.255607 0 7 type_letter | 179 2 4.027992 0 28 frontpage | 179 1.418994 1.734604 0 11 d10_vicoff~r | 179 1.050279 1.587429 0 9 d11_vicchild | 179 .575419 1.037856 0 6 -------------+-------------------------------------------------------- d12_vicmult | 179 1.541899 2.128506 0 9 d13_vicfam | 179 .2402235 .6476856 0 5 d14_female | 179 1.195531 1.814666 0 10 d19_viccha~r | 179 1.217877 1.858027 0 9 d20_defterr | 179 .2346369 .5908728 0 3 -------------+-------------------------------------------------------- d21_defmin | 179 .8603352 1.516776 0 9 d22_defmen~d | 179 .8212291 2.65241 0 25 d23_deffem | 179 .2960894 .7393714 0 5 d24_defpar~t | 179 .0223464 .1822243 0 2 d25_defjuv | 179 .5307263 1.540795 0 17 -------------+-------------------------------------------------------- d27_defhuman | 179 .452514 .9491166 0 5 d29_defcha~r | 179 .4189944 1.021058 0 8 d30_mode | 179 2.614525 3.257146 0 16 d31_typecr~e | 179 7.871508 7.183801 0 30 d32_violence | 179 2.98324 3.332635 0 15 -------------+-------------------------------------------------------- d40_leg_in~e | 179 4.748603 5.897861 0 37 d100_effic~y | 179 .1452514 .4870426 0 4 d101_deter~e | 179 .2178771 .5830123 0 4 d102_incap~n | 179 .0167598 .1287302 0 1 d103_altsf~d | 179 .0446927 .207208 0 1 -------------+-------------------------------------------------------- d109_other~o | 179 .0670391 .2507912 0 1 d110_notde~t | 179 .3798883 .6876421 0 3 d111_altsy~s | 179 .3463687 .8228654 0 5 d119_other~i | 179 .0782123 .3081754 0 2 d200_moral | 179 .2122905 .5993112 0 5 -------------+-------------------------------------------------------- d201_retri~n | 179 .0558659 .2747966 0 2 d202_famve~e | 179 .0446927 .2327469 0 2 d203_crime~s | 179 1.675978 2.538697 0 15 d209_other~o | 179 .2011173 .4544399 0 2 d210_killi~d | 179 .3798883 .8008689 0 5 -------------+-------------------------------------------------------- d211_famop~d | 179 .0446927 .207208 0 1 d219_other~i | 179 1.106145 1.825203 0 11 d300_fairn~s | 179 .3407821 .7503269 0 5 d301_arefair | 179 .122905 .4698559 0 4 d302_abbre~e | 179 .3351955 .9883827 0 8 -------------+-------------------------------------------------------- d303_flaws~d | 179 .027933 .1963192 0 2 d304_nobla~t | 179 .1284916 .5510189 0 6 d309_other~o | 179 .6424581 1.225014 0 9 d310_inade~p | 179 .5921788 1.3223 0 9 d311_arbit~y | 179 .2067039 .5047636 0 3 -------------+-------------------------------------------------------- d312a_racist | 179 .7988827 1.435426 0 8 d312b_clas~t | 179 .1787709 .5915098 0 5 d312c_othe~o | 179 .1284916 .508604 0 5 d313a_vuln~p | 179 .849162 2.601779 0 21 d313b_miti~g | 179 .1564246 .459727 0 3 -------------+-------------------------------------------------------- d314_manda~t | 179 .1284916 .4743102 0 3 d315_noalt~h | 179 .0167598 .1287302 0 1 d316_evide~e | 179 .4972067 1.286814 0 7 d317_innoc~e | 179 1.223464 2.793513 0 20 d318_broken | 179 .9497207 2.463837 0 23 -------------+-------------------------------------------------------- d319_other~i | 179 1.396648 2.527198 0 22 d400_const~l | 179 1.189944 1.509412 0 8 d401_notcr~l | 179 .1731844 .4836152 0 3 d402_proce~d | 179 .1620112 .5723089 0 4 d403_popsu~p | 179 .4581006 .888237 0 4 -------------+-------------------------------------------------------- d404_state~o | 179 .0893855 .3399424 0 3 d405_fedju~o | 179 .0335196 .1804937 0 1 d409_other~o | 179 2.575419 3.129896 0 14 d410_cruel~l | 179 .3687151 .8335143 0 6 d411_viodu~s | 179 .150838 .4795092 0 4 -------------+-------------------------------------------------------- d412_popsu~n | 179 .4189944 .9988066 0 5 d413_state~i | 179 .027933 .1963192 0 2 d414_fedju~i | 179 .0167598 .1287302 0 1 d419_other~i | 179 3.748603 4.540509 0 31 d500_cost | 179 .027933 .165243 0 1 -------------+-------------------------------------------------------- d501_worthit | 179 0 0 0 0 d502_priso~p | 179 .0111732 .1054059 0 1 d509_other~o | 179 .0055866 .0747435 0 1 d510_notwo~t | 179 .0446927 .207208 0 1 d511_priso~r | 179 0 0 0 0 -------------+-------------------------------------------------------- d519_other~i | 179 .0223464 .1482219 0 1 d600_mode | 179 .6927374 1.792777 0 13 d601_modej~t | 179 .1452514 .3981944 0 2 d609_other~o | 179 .0223464 .1482219 0 1 d610_modeq~d | 179 .5027933 1.148396 0 7 -------------+-------------------------------------------------------- d619_other~i | 179 .0391061 .2876313 0 3 d700_inter~l | 179 .0837989 .3495022 0 3 d709_inter~o | 179 .027933 .165243 0 1 d710_intco~s | 179 .3575419 .8840577 0 6 d711_extra~s | 179 .0167598 .1287302 0 1 -------------+-------------------------------------------------------- d712_forei~s | 179 .1620112 .6963052 0 5 d719_other~i | 179 .1284916 .4743102 0 3 victim_char | 179 4.078212 4.381335 0 21 defendant_~r | 179 3.067039 4.5129 0 27 efficacy | 179 1.212291 1.705795 0 8 -------------+-------------------------------------------------------- pro_efficacy | 179 .3407821 .7039706 0 4 anti_effic~y | 179 .7709497 1.24884 0 8 moral | 179 3.47486 3.693782 0 17 pro_moral | 179 1.96648 2.617786 0 15 anti_moral | 179 1.502793 2.070049 0 11 -------------+-------------------------------------------------------- fairness | 179 6.139665 8.488428 0 49 pro_fairness | 179 1.184358 1.815842 0 10 anti_fairn~s | 179 5.078212 7.736135 0 47 constituti~l | 179 8.195531 7.866211 0 46 pro_consti~l | 179 3.368715 3.637866 0 16 -------------+-------------------------------------------------------- anti_const~l | 179 4.513966 5.252455 0 32 cost | 179 .1117318 .3496817 0 2 pro_cost | 179 .0167598 .1287302 0 1 anti_cost | 179 .0670391 .2722723 0 2 mode | 179 1.346369 2.484248 0 15 -------------+-------------------------------------------------------- pro_mode | 179 .1675978 .4171335 0 2 anti_mode | 179 .5418994 1.2326 0 7 internatio~l | 179 .6480447 1.587923 0 14 pro_intern~l | 179 .027933 .165243 0 1 anti_inter~l | 179 .547486 1.366424 0 10 -------------+-------------------------------------------------------- other | 179 6.452514 6.958281 0 50 cruel_and_~l | 179 .5195531 1.077559 0 8 extension_~n | 179 1.156425 2.090132 0 12 vic_office~n | 179 .3910615 1.05635 0 7 type_crime~n | 179 1.335196 2.01384 0 11 -------------+-------------------------------------------------------- new_issues | 179 2.044693 4.283259 0 29 juveniles_~e | 179 .3631285 1.368581 0 16 menthand_v~e | 179 .5251397 2.039824 0 20 deterrence | 179 .575419 .9879381 0 6 pro_argume~s | 179 5.994413 5.140167 0 22 -------------+-------------------------------------------------------- anti_argum~s | 179 9.865922 10.21477 0 54 efficacy_t~o | 179 .301676 .7019615 0 4 efficacy_t~i | 179 .6815642 1.083194 0 5 moral_tone~o | 179 1.536313 2.291305 0 15 moral_tone~i | 179 1.396648 1.846402 0 9 -------------+-------------------------------------------------------- fairness_t~o | 179 .972067 1.519278 0 8 fairness_t~i | 179 4.167598 6.526942 0 40 constituti~o | 179 2.687151 3.103532 0 14 constituti~i | 179 4.01676 4.404383 0 23 cost_tone_~o | 179 .0167598 .1287302 0 1 -------------+-------------------------------------------------------- cost_tone_~i | 179 .0670391 .2507912 0 1 mode_tone_~o | 179 .5251397 1.346316 0 10 mode_tone_~i | 179 .5642458 1.161197 0 7 internatio~o | 179 .0837989 .3330403 0 2 internatio~i | 179 .424581 .9936083 0 7 -------------+-------------------------------------------------------- other_tone~o | 179 2.765363 3.390457 0 16 other_tone~i | 179 1.77095 2.900609 0 19 defendant_~w | 179 4.73743 7.198103 0 43 total_art_y | 179 22.00559 17.64904 1 126 net_tone | 184 -2.298913 9.067163 -43 16 . tset qdate; time variable: qdate, 1953q4 to 2006q4 . sort qdate; . replace hom=hom/1000; hom was int now float (124 real changes made) . tssmooth ma MAhom=hom, window(3,1); The smoother applied was (1/4)*[x(t-3) + x(t-2) + x(t-1) + 1*x(t)]; x(t)= hom . *** Estimate long run relationship ***; . regress netpsm L.MAhom L.net_tone if tin(1976q1,2006q2); Source | SS df MS Number of obs = 120 -------------+------------------------------ F( 2, 117) = 47.10 Model | 1555.01916 2 777.50958 Prob > F = 0.0000 Residual | 1931.58893 117 16.5093071 R-squared = 0.4460 -------------+------------------------------ Adj R-squared = 0.4365 Total | 3486.60809 119 29.2992276 Root MSE = 4.0632 ------------------------------------------------------------------------------ netpsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- MAhom | L1. | 3.412011 .7531731 4.53 0.000 1.920391 4.903631 net_tone | L1. | .1494638 .0493225 3.03 0.003 .0517832 .2471444 _cons | 8.949053 3.864534 2.32 0.022 1.295546 16.60256 ------------------------------------------------------------------------------ . predict lrresids1, resid; (107 missing values generated) . summ netpsm if tin(1976q3,2006q2); Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- netpsm | 120 25.36447 5.439452 16.271 36.955 . regress netpsm L.MAhom L.net_tone if tin(1976q1,2006q1); Source | SS df MS Number of obs = 120 -------------+------------------------------ F( 2, 117) = 47.10 Model | 1555.01916 2 777.50958 Prob > F = 0.0000 Residual | 1931.58893 117 16.5093071 R-squared = 0.4460 -------------+------------------------------ Adj R-squared = 0.4365 Total | 3486.60809 119 29.2992276 Root MSE = 4.0632 ------------------------------------------------------------------------------ netpsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- MAhom | L1. | 3.412011 .7531731 4.53 0.000 1.920391 4.903631 net_tone | L1. | .1494638 .0493225 3.03 0.003 .0517832 .2471444 _cons | 8.949053 3.864534 2.32 0.022 1.295546 16.60256 ------------------------------------------------------------------------------ . predict lrresids1a, resid; (107 missing values generated) . *** Estimate ecm ***; . regress D.netpsm L.lrresids1 L.D.MAhom L.D.net_tone major if tin(1976q1,2006q2) > ; Source | SS df MS Number of obs = 119 -------------+------------------------------ F( 4, 114) = 4.11 Model | 55.1798881 4 13.794972 Prob > F = 0.0038 Residual | 382.280536 114 3.35333803 R-squared = 0.1261 -------------+------------------------------ Adj R-squared = 0.0955 Total | 437.460424 118 3.70729173 Root MSE = 1.8312 ------------------------------------------------------------------------------ D.netpsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- lrresids1 | L1. | -.1727327 .0449343 -3.84 0.000 -.2617473 -.0837182 MAhom | LD. | -2.206013 1.883092 -1.17 0.244 -5.936403 1.524378 net_tone | LD. | .0315256 .0200107 1.58 0.118 -.0081154 .0711666 major | .8089909 .7495101 1.08 0.283 -.6757827 2.293765 _cons | -.0254173 .16823 -0.15 0.880 -.3586797 .3078451 ------------------------------------------------------------------------------ . predict ecmresid1, resid; (108 missing values generated) . predict yhats if e(sample), xb; (108 missing values generated) . wntestq ecmresid1; Portmanteau test for white noise --------------------------------------- Portmanteau (Q) statistic = 41.7169 Prob > chi2(40) = 0.3960 . sum D.netpsm if tin(1976q4,2006q2); Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- netpsm | D1. | 119 -.031 1.923755 -4.514 7.185001 . list qdate netpsm D.netpsm MAhom D.MAhom; +------------------------------------------------------+ | qdate netpsm D.netpsm MAhom D.MAhom | |------------------------------------------------------| 1. | 1953q4 17.433 . . . | 2. | 1954q1 15.251 -2.181999 . . | 3. | 1954q2 15.251 0 . . | 4. | 1954q3 15.25 -.0009995 . . | 5. | 1954q4 15.247 -.0029984 . . | |------------------------------------------------------| 6. | 1955q1 15.242 -.0050011 . . | 7. | 1955q2 15.226 -.0159988 . . | 8. | 1955q3 15.188 -.038002 . . | 9. | 1955q4 15.093 -.0949974 . . | 10. | 1956q1 13.221 -1.872002 . . | |------------------------------------------------------| 11. | 1956q2 11.752 -1.468998 . . | 12. | 1956q3 11.282 -.4700012 . . | 13. | 1956q4 11.031 -.2509995 . . | 14. | 1957q1 10.913 -.118 . . | 15. | 1957q2 10.896 -.0170021 . . | |------------------------------------------------------| 16. | 1957q3 10.563 -.3330002 . . | 17. | 1957q4 10.695 .132 . . | 18. | 1958q1 10.551 -.144001 . . | 19. | 1958q2 10.469 -.0820007 . . | 20. | 1958q3 10.423 -.0460014 . . | |------------------------------------------------------| 21. | 1958q4 10.39 -.0329933 . . | 22. | 1959q1 10.357 -.0330048 . . | 23. | 1959q2 10.303 -.053997 . . | 24. | 1959q3 10.185 -.1180038 . . | 25. | 1959q4 9.896999 -.2879982 . . | |------------------------------------------------------| 26. | 1960q1 9.480999 -.4160004 . . | 27. | 1960q2 7.853001 -1.627998 . . | 28. | 1960q3 7.938999 .0859985 . . | 29. | 1960q4 7.987 .0480003 . . | 30. | 1961q1 8.012001 .0250015 . . | |------------------------------------------------------| 31. | 1961q2 8.027 .0149994 . . | 32. | 1961q3 8.035 .0079994 . . | 33. | 1961q4 8.040001 .0050011 . . | 34. | 1962q1 8.042 .0019989 . . | 35. | 1962q2 8.043999 .0019989 . . | |------------------------------------------------------| 36. | 1962q3 8.044998 .0009995 . . | 37. | 1962q4 8.044998 0 . . | 38. | 1963q1 8.046001 .0010033 . . | 39. | 1963q2 8.045002 -.0009995 . . | 40. | 1963q3 8.043999 -.0010033 . . | |------------------------------------------------------| 41. | 1963q4 8.039997 -.0040016 . . | 42. | 1964q1 8.032001 -.0079956 . . | 43. | 1964q2 8.013 -.019001 . . | 44. | 1964q3 7.964001 -.0489998 . . | 45. | 1964q4 7.841 -.1230011 . . | |------------------------------------------------------| 46. | 1965q1 6.197002 -1.643997 . . | 47. | 1965q2 4.710999 -1.486004 . . | 48. | 1965q3 4.383999 -.3269997 . . | 49. | 1965q4 4.321999 -.0620003 . . | 50. | 1966q1 4.582001 .2600021 . . | |------------------------------------------------------| 51. | 1966q2 4.865002 .2830009 . . | 52. | 1966q3 6.874001 2.008999 . . | 53. | 1966q4 6.643002 -.230999 . . | 54. | 1967q1 6.440998 -.2020035 . . | 55. | 1967q2 7.928001 1.487003 . . | |------------------------------------------------------| 56. | 1967q3 8.254997 .3269958 . . | 57. | 1967q4 8.753002 .4980049 . . | 58. | 1968q1 9.023003 .2700005 . . | 59. | 1968q2 9.168999 .1459961 . . | 60. | 1968q3 9.240997 .0719986 . . | |------------------------------------------------------| 61. | 1968q4 9.256001 .0150032 . . | 62. | 1969q1 8.757999 -.4980011 . . | 63. | 1969q2 8.335999 -.4220009 . . | 64. | 1969q3 8.216 -.1199989 . . | 65. | 1969q4 8.150002 -.0659981 . . | |------------------------------------------------------| 66. | 1970q1 8.114002 -.0359993 . . | 67. | 1970q2 8.096001 -.0180016 . . | 68. | 1970q3 8.086998 -.0090027 . . | 69. | 1970q4 8.087002 3.81e-06 . . | 70. | 1971q1 8.101002 .0139999 . . | |------------------------------------------------------| 71. | 1971q2 8.141003 .0400009 . . | 72. | 1971q3 8.243 .1019974 . . | 73. | 1971q4 8.352001 .1090012 . . | 74. | 1972q1 8.765003 .413002 . . | 75. | 1972q2 10.535 1.769997 . . | |------------------------------------------------------| 76. | 1972q3 10.464 -.0709991 . . | 77. | 1972q4 11.901 1.437 . . | 78. | 1973q1 12.399 .4980011 . . | 79. | 1973q2 12.911 .5119972 . . | 80. | 1973q3 14.001 1.09 . . | |------------------------------------------------------| 81. | 1973q4 14.314 .3129997 . . | 82. | 1974q1 15.666 1.351997 . . | 83. | 1974q2 17.482 1.816006 . . | 84. | 1974q3 20.618 3.135998 . . | 85. | 1974q4 16.835 -3.783001 . . | |------------------------------------------------------| 86. | 1975q1 18.401 1.566002 . . | 87. | 1975q2 20.631 2.23 . . | 88. | 1975q3 21.193 .5620003 . . | 89. | 1975q4 21.533 .3400002 . . | 90. | 1976q1 21.079 -.4540024 4.89 . | |------------------------------------------------------| 91. | 1976q2 20.623 -.4560013 4.8255 -.0644999 | 92. | 1976q3 21.521 .8980026 4.795333 -.0301666 | 93. | 1976q4 22.316 .795002 4.69475 -.1005836 | 94. | 1977q1 22.628 .3119965 4.6015 -.0932498 | 95. | 1977q2 22.479 -.1489983 4.55225 -.0492501 | |------------------------------------------------------| 96. | 1977q3 21.719 -.7599983 4.63975 .0875001 | 97. | 1977q4 19.492 -2.227005 4.78 .1402502 | 98. | 1978q1 20.694 1.202003 4.7885 .0084996 | 99. | 1978q2 20.753 .0590019 4.8315 .0430002 | 100. | 1978q3 20.236 -.5170021 4.83375 .0022497 | |------------------------------------------------------| 101. | 1978q4 19.579 -.6569977 4.89 .0562501 | 102. | 1979q1 18.281 -1.298 5.02875 .1387501 | 103. | 1979q2 18.425 .1439972 5.0985 .0697498 | 104. | 1979q3 17.954 -.4710007 5.19725 .0987501 | 105. | 1979q4 18.702 .7480011 5.365 .1677499 | |------------------------------------------------------| 106. | 1980q1 19.538 .8359985 5.405 .04 | 107. | 1980q2 18.784 -.7539978 5.54725 .1422501 | 108. | 1980q3 19.414 .6299973 5.79125 .2440004 | 109. | 1980q4 20.153 .7390022 5.76 -.03125 | 110. | 1981q1 20.879 .7260017 5.94 .1799998 | |------------------------------------------------------| 111. | 1981q2 25.625 4.745998 5.9705 .0304999 | 112. | 1981q3 23.474 -2.150997 5.79875 -.1717501 | 113. | 1981q4 26.452 2.977997 5.63 -.1687498 | 114. | 1982q1 31.108 4.656002 5.41225 -.2177501 | 115. | 1982q2 31.168 .0599937 5.31975 -.0925002 | |------------------------------------------------------| 116. | 1982q3 30.641 -.5269966 5.267 -.0527496 | 117. | 1982q4 29.874 -.7669983 5.25225 -.0147505 | 118. | 1983q1 27.964 -1.91 5.14175 -.1104999 | 119. | 1983q2 27.093 -.8709984 4.95875 -.1830001 | 120. | 1983q3 27.005 -.0880013 4.8385 -.1202497 | |------------------------------------------------------| 121. | 1983q4 26.996 -.0089989 4.8275 -.0110002 | 122. | 1984q1 26.755 -.2410011 4.79025 -.03725 | 123. | 1984q2 26.859 .1040001 4.74475 -.0454998 | 124. | 1984q3 26.631 -.2280006 4.67 -.0747499 | 125. | 1984q4 26.269 -.3619995 4.67225 .0022497 | |------------------------------------------------------| 126. | 1985q1 25.55 -.718998 4.70725 .0350003 | 127. | 1985q2 26.296 .7459946 4.718 .0107498 | 128. | 1985q3 30.036 3.740002 4.7985 .0805001 | 129. | 1985q4 27.742 -2.293999 4.74525 -.0532498 | 130. | 1986q1 25.557 -2.185001 4.814 .0687499 | |------------------------------------------------------| 131. | 1986q2 23.45 -2.106998 4.99775 .1837502 | 132. | 1986q3 24.439 .9889984 5.192 .1942496 | 133. | 1986q4 26.667 2.228001 5.15225 -.0397496 | 134. | 1987q1 26.543 -.1239967 5.17125 .0189996 | 135. | 1987q2 32.54 5.996998 5.1165 -.05475 | |------------------------------------------------------| 136. | 1987q3 35.448 2.908001 4.9495 -.1669998 | 137. | 1987q4 36.955 1.506996 5.02525 .0757499 | 138. | 1988q1 32.441 -4.514 5.0045 -.02075 | 139. | 1988q2 29.159 -3.282001 4.9785 -.026 | 140. | 1988q3 27.908 -1.250999 5.11325 .1347499 | |------------------------------------------------------| 141. | 1988q4 30.195 2.287003 5.17 .0567503 | 142. | 1989q1 32.674 2.479 5.215 .0450001 | 143. | 1989q2 33.553 .8790016 5.31425 .0992498 | 144. | 1989q3 31.913 -1.640003 5.34075 .0264997 | 145. | 1989q4 30.408 -1.504997 5.375 .0342503 | |------------------------------------------------------| 146. | 1990q1 32.309 1.901001 5.49825 .12325 | 147. | 1990q2 32.664 .3549995 5.63675 .1385002 | 148. | 1990q3 32.589 -.0750046 5.8255 .1887498 | 149. | 1990q4 30.981 -1.608002 5.85975 .0342498 | 150. | 1991q1 29.23 -1.750996 5.83725 -.0225 | |------------------------------------------------------| 151. | 1991q2 26.553 -2.676998 5.8795 .0422502 | 152. | 1991q3 25.055 -1.498001 5.9325 .053 | 153. | 1991q4 24.604 -.4510002 6.17475 .24225 | 154. | 1992q1 24.547 -.0569992 6.17875 .0040002 | 155. | 1992q2 29.664 5.116997 6.08325 -.0955 | |------------------------------------------------------| 156. | 1992q3 30.681 1.017002 5.93875 -.1445003 | 157. | 1992q4 31.688 1.007004 5.94025 .0015001 | 158. | 1993q1 31.232 -.4560051 5.971 .0307498 | 159. | 1993q2 32.07 .8380051 6.0705 .0995002 | 160. | 1993q3 33.837 1.766994 6.16075 .09025 | |------------------------------------------------------| 161. | 1993q4 33.084 -.7529984 6.1325 -.0282502 | 162. | 1994q1 31.259 -1.824997 6.14725 .0147505 | 163. | 1994q2 28.681 -2.578007 6.07825 -.0690002 | 164. | 1994q3 29.146 .465004 5.95975 -.1184998 | 165. | 1994q4 36.331 7.185001 5.8325 -.1272502 | |------------------------------------------------------| 166. | 1995q1 33.809 -2.522003 5.6465 -.1859999 | 167. | 1995q2 31.389 -2.419998 5.545 -.1015 | 168. | 1995q3 31.347 -.0420036 5.47475 -.07025 | 169. | 1995q4 31.655 .3080063 5.40275 -.072 | 170. | 1996q1 31.166 -.4890022 5.328 -.0747499 | |------------------------------------------------------| 171. | 1996q2 30.444 -.7220001 5.1835 -.1445003 | 172. | 1996q3 30.474 .0299988 4.98 -.2034998 | 173. | 1996q4 29.908 -.5659943 4.91275 -.0672498 | 174. | 1997q1 30.561 .6529922 4.86 -.0527501 | 175. | 1997q2 28.628 -1.932999 4.7805 -.0795002 | |------------------------------------------------------| 176. | 1997q3 30.361 1.733006 4.69775 -.0827498 | 177. | 1997q4 27.452 -2.909004 4.55225 -.1455002 | 178. | 1998q1 24.881 -2.571003 4.48175 -.0704999 | 179. | 1998q2 21.328 -3.552998 4.42375 -.0580001 | 180. | 1998q3 21.689 .3610039 4.335 -.0887499 | |------------------------------------------------------| 181. | 1998q4 23.436 1.746998 4.24275 -.0922499 | 182. | 1999q1 23.487 .0509987 4.10625 -.1365004 | 183. | 1999q2 27.936 4.448997 3.99625 -.1099999 | 184. | 1999q3 26.578 -1.357998 3.96475 -.0315001 | 185. | 1999q4 23.603 -2.974998 3.8805 -.08425 | |------------------------------------------------------| 186. | 2000q1 21.174 -2.429001 3.86925 -.01125 | 187. | 2000q2 19.494 -1.68 3.86925 0 | 188. | 2000q3 19.18 -.3139992 3.8455 -.0237498 | 189. | 2000q4 19.049 -.1310005 3.8965 .0510001 | 190. | 2001q1 19.221 .1720009 3.86 -.0365 | |------------------------------------------------------| 191. | 2001q2 19.263 .0419998 3.91925 .0592499 | 192. | 2001q3 20.125 .8619995 3.96275 .0434999 | 193. | 2001q4 19.24 -.8849983 4.00925 .0464997 | 194. | 2002q1 19.875 .6349983 4.082 .0727501 | 195. | 2002q2 19.239 -.6359978 4.05925 -.0227499 | |------------------------------------------------------| 196. | 2002q3 18.921 -.3180008 4.11775 .0585003 | 197. | 2002q4 18.631 -.2900009 4.057 -.06075 | 198. | 2003q1 16.271 -2.360001 4.0615 .0044999 | 199. | 2003q2 17.007 .7360001 4.1345 .073 | 200. | 2003q3 16.984 -.0230026 4.117 -.0174999 | |------------------------------------------------------| 201. | 2003q4 16.808 -.1759949 4.13225 .0152497 | 202. | 2004q1 17.622 .8139992 4.108 -.02425 | 203. | 2004q2 18.486 .8639984 4.0445 -.0634999 | 204. | 2004q3 19.64 1.153999 4.0115 -.033 | 205. | 2004q4 19.761 .1210022 4.037 .0254998 | |------------------------------------------------------| 206. | 2005q1 19.794 .0330009 4.06775 .0307503 | 207. | 2005q2 20.532 .737999 4.101 .0332499 | 208. | 2005q3 20.722 .1899986 4.13775 .0367498 | 209. | 2005q4 17.433 -3.289001 4.173 .0352502 | 210. | 2006q1 18.16 .7270012 4.18625 .0132499 | |------------------------------------------------------| 211. | 2006q2 17.832 -.3279991 4.2005 .0142503 | 212. | 2006q3 . . 4.216 .0155001 | 213. | 2006q4 . . 4.23125 .0152497 | 214. | . . . . . | 215. | . . . . . | |------------------------------------------------------| 216. | . . . . . | 217. | . . . . . | 218. | . . . . . | 219. | . . . . . | 220. | . . . . . | |------------------------------------------------------| 221. | . . . . . | 222. | . . . . . | 223. | . . . . . | 224. | . . . . . | 225. | . . . . . | |------------------------------------------------------| 226. | . . . . . | 227. | . . . . . | +------------------------------------------------------+ . *** Repeat with pro anti events***; . *** Estimate ecm ***; . regress D.netpsm L.lrresids1 L.D.MAhom L.D.net_tone proevents antievents if tin > (1976q1,2006q2); Source | SS df MS Number of obs = 119 -------------+------------------------------ F( 5, 113) = 3.73 Model | 61.9389284 5 12.3877857 Prob > F = 0.0037 Residual | 375.521495 113 3.32319907 R-squared = 0.1416 -------------+------------------------------ Adj R-squared = 0.1036 Total | 437.460424 118 3.70729173 Root MSE = 1.823 ------------------------------------------------------------------------------ D.netpsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- lrresids1 | L1. | -.1707132 .0447543 -3.81 0.000 -.2593796 -.0820468 MAhom | LD. | -2.277272 1.875276 -1.21 0.227 -5.992532 1.437989 net_tone | LD. | .0286944 .0200192 1.43 0.155 -.0109673 .0683561 proevents | -.2907848 1.073029 -0.27 0.787 -2.416649 1.835079 antievents | -1.900636 1.068939 -1.78 0.078 -4.018397 .2171251 _cons | .02903 .1717688 0.17 0.866 -.311275 .3693351 ------------------------------------------------------------------------------ . predict ecmresid1b, resid; (108 missing values generated) . wntestq ecmresid1b; Portmanteau test for white noise --------------------------------------- Portmanteau (Q) statistic = 40.9601 Prob > chi2(40) = 0.4282 . *** Repeat with separate events***; . *** Estimate ecm ***; . regress D.netpsm L.lrresids1 L.D.MAhom L.D.net_tone sept11 OKcity > ILmor EX100 DCsnipers ILclemency if tin(1976q1,2006q2); Source | SS df MS Number of obs = 119 -------------+------------------------------ F( 9, 109) = 2.43 Model | 73.1739843 9 8.1304427 Prob > F = 0.0147 Residual | 364.28644 109 3.34207743 R-squared = 0.1673 -------------+------------------------------ Adj R-squared = 0.0985 Total | 437.460424 118 3.70729173 Root MSE = 1.8281 ------------------------------------------------------------------------------ D.netpsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- lrresids1 | L1. | -.1729877 .0450512 -3.84 0.000 -.2622776 -.0836977 MAhom | LD. | -2.968125 1.926016 -1.54 0.126 -6.785425 .8491753 net_tone | LD. | .0390071 .0213143 1.83 0.070 -.0032371 .0812513 sept11 | 1.972772 1.925205 1.02 0.308 -1.84292 5.788465 OKcity | -2.229563 1.867949 -1.19 0.235 -5.931776 1.472651 ILmor | -2.068054 1.847286 -1.12 0.265 -5.729315 1.593207 EX100 | -.4534673 1.854751 -0.24 0.807 -4.129523 3.222588 DCsnipers | -.5043674 1.856237 -0.27 0.786 -4.183368 3.174633 ILclemency | -3.128242 1.850079 -1.69 0.094 -6.795039 .5385549 _cons | .024689 .1722732 0.14 0.886 -.3167508 .3661288 ------------------------------------------------------------------------------ . predict ecmresid1c, resid; (108 missing values generated) . wntestq ecmresid1c; Portmanteau test for white noise --------------------------------------- Portmanteau (Q) statistic = 39.6969 Prob > chi2(40) = 0.4838 . *** Repeat with exonerations and executions ***; . *** Estimate long run relationship ***; . regress netpsm L.MAhom L.net_tone L.exonerations L.executions if tin(1976q1,200 > 6q2); Source | SS df MS Number of obs = 96 -------------+------------------------------ F( 4, 91) = 34.69 Model | 1701.21226 4 425.303064 Prob > F = 0.0000 Residual | 1115.79719 91 12.2615076 R-squared = 0.6039 -------------+------------------------------ Adj R-squared = 0.5865 Total | 2817.00944 95 29.652731 Root MSE = 3.5016 ------------------------------------------------------------------------------ netpsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- MAhom | L1. | 4.24834 .7803095 5.44 0.000 2.698351 5.798329 net_tone | L1. | .1443492 .0461416 3.13 0.002 .0526945 .2360038 exonerations | L1. | .2850871 .28712 0.99 0.323 -.2852414 .8554157 executions | L1. | .0351267 .0606866 0.58 0.564 -.0854197 .1556732 _cons | 4.991937 4.23 1.18 0.241 -3.410439 13.39431 ------------------------------------------------------------------------------ . predict lrresids2, resid; (131 missing values generated) . *** Estimate ecm ***; . regress D.netpsm L.lrresids2 L.D.MAhom L.D.net_tone L.D.exonerations L.D.execut > ions > proevents antievents if tin(1976q1,2006q2); Source | SS df MS Number of obs = 89 -------------+------------------------------ F( 7, 81) = 2.09 Model | 50.7801594 7 7.25430848 Prob > F = 0.0543 Residual | 281.68428 81 3.4775837 R-squared = 0.1527 -------------+------------------------------ Adj R-squared = 0.0795 Total | 332.464439 88 3.77800499 Root MSE = 1.8648 ------------------------------------------------------------------------------ D.netpsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- lrresids2 | L1. | -.1694044 .0687799 -2.46 0.016 -.3062548 -.032554 MAhom | LD. | -.2490635 2.368271 -0.11 0.917 -4.96118 4.463053 net_tone | LD. | .0262008 .0245302 1.07 0.289 -.0226066 .0750083 exonerations | LD. | .2075888 .113487 1.83 0.071 -.0182147 .4333924 executions | LD. | .0466978 .0383497 1.22 0.227 -.0296061 .1230017 proevents | -.4083389 1.104973 -0.37 0.713 -2.606888 1.79021 antievents | -1.993463 1.101094 -1.81 0.074 -4.184294 .1973679 _cons | .0701058 .206279 0.34 0.735 -.3403247 .4805363 ------------------------------------------------------------------------------ . predict ecmresid2, resid; (138 missing values generated) . wntestq ecmresid2; (note: time series has 2 gaps) Portmanteau test for white noise --------------------------------------- Portmanteau (Q) statistic = 30.6541 Prob > chi2(40) = 0.8562 . *** Repeat for ANTIPSM ***; . *** Estimate long run relationship ***; . regress antipsm L.MAhom L.net_tone if tin(1976q1,2006q2); Source | SS df MS Number of obs = 120 -------------+------------------------------ F( 2, 117) = 48.45 Model | 356.195737 2 178.097868 Prob > F = 0.0000 Residual | 430.074801 117 3.675853 R-squared = 0.4530 -------------+------------------------------ Adj R-squared = 0.4437 Total | 786.270538 119 6.60731545 Root MSE = 1.9173 ------------------------------------------------------------------------------ antipsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- MAhom | L1. | -1.677148 .3553935 -4.72 0.000 -2.380986 -.9733099 net_tone | L1. | -.0684094 .0232734 -2.94 0.004 -.1145012 -.0223177 _cons | 45.40263 1.823525 24.90 0.000 41.79123 49.01402 ------------------------------------------------------------------------------ . predict lrresids3, resid; (107 missing values generated) . *** Estimate ecm ***; . regress D.antipsm L.lrresids3 L.D.MAhom L.D.net_tone major if tin(1976q1,2006q2 > ); Source | SS df MS Number of obs = 119 -------------+------------------------------ F( 4, 114) = 4.30 Model | 12.68026 4 3.170065 Prob > F = 0.0028 Residual | 84.0625938 114 .737391174 R-squared = 0.1311 -------------+------------------------------ Adj R-squared = 0.1006 Total | 96.7428538 118 .819854693 Root MSE = .85871 ------------------------------------------------------------------------------ D.antipsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- lrresids3 | L1. | -.1717799 .0447604 -3.84 0.000 -.2604499 -.0831099 MAhom | LD. | .9148637 .8852713 1.03 0.304 -.8388519 2.668579 net_tone | LD. | -.0145755 .0093799 -1.55 0.123 -.0331569 .0040059 major | -.5063003 .3514365 -1.44 0.152 -1.202493 .1898927 _cons | .0117525 .0788887 0.15 0.882 -.1445254 .1680303 ------------------------------------------------------------------------------ . predict ecmresid3, resid; (108 missing values generated) . wntestq ecmresid3; Portmanteau test for white noise --------------------------------------- Portmanteau (Q) statistic = 37.5250 Prob > chi2(40) = 0.5822 . sum D.antipsm if tin(1976q2,2005q4); Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- antipsm | D1. | 119 .0138319 .9050083 -3.02 2.082001 . *** Repeat for PROPSM ***; . *** Estimate long run relationship ***; . regress propsm L.MAhom L.net_tone if tin(1976q1,2006q2); Source | SS df MS Number of obs = 120 -------------+------------------------------ F( 2, 117) = 45.53 Model | 422.890236 2 211.445118 Prob > F = 0.0000 Residual | 543.39817 117 4.6444288 R-squared = 0.4376 -------------+------------------------------ Adj R-squared = 0.4280 Total | 966.288407 119 8.12007064 Root MSE = 2.1551 ------------------------------------------------------------------------------ propsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- MAhom | L1. | 1.734863 .3994814 4.34 0.000 .943711 2.526015 net_tone | L1. | .0810544 .0261605 3.10 0.002 .0292448 .1328639 _cons | 54.35168 2.049741 26.52 0.000 50.29227 58.41108 ------------------------------------------------------------------------------ . predict lrresids4, resid; (107 missing values generated) . *** Estimate ecm ***; . regress D.propsm L.lrresids4 L.D.MAhom L.D.net_tone major if tin(1976q1,2006q2) > ; Source | SS df MS Number of obs = 119 -------------+------------------------------ F( 4, 114) = 4.03 Model | 15.6339974 4 3.90849934 Prob > F = 0.0043 Residual | 110.4996 114 .969294736 R-squared = 0.1239 -------------+------------------------------ Adj R-squared = 0.0932 Total | 126.133597 118 1.06892879 Root MSE = .98453 ------------------------------------------------------------------------------ D.propsm | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- lrresids4 | L1. | -.175369 .045425 -3.86 0.000 -.2653555 -.0853825 MAhom | LD. | -1.304117 1.009641 -1.29 0.199 -3.304208 .6959747 net_tone | LD. | .0170158 .0107612 1.58 0.117 -.004302 .0383337 major | .3038239 .4029891 0.75 0.452 -.4944944 1.102142 _cons | -.0137102 .0904465 -0.15 0.880 -.192884 .1654636 ------------------------------------------------------------------------------ . predict ecmresid4, resid; (108 missing values generated) . wntestq ecmresid4; Portmanteau test for white noise --------------------------------------- Portmanteau (Q) statistic = 45.4612 Prob > chi2(40) = 0.2551 . sum D.propsm if tin(1976q2,2005q4); Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- propsm | D1. | 119 -.0168067 1.033606 -2.431999 4.165001 . clear; . exit; end of do-file