Display autocorrelation and partial correlations.
Displays the correlogram and partial correlation functions of the residuals of the equation, together with the Q-statistics and p-values associated with each lag.
Syntax
eq_name.correl(n, options)
You must specify the largest lag n to use when computing the autocorrelations.
Options
Examples
eq1.correl(24)
Displays the correlograms of the residuals of EQ1 for up to 24 lags.
Cross-references
See
“Autocorrelations (AC)” and
“Partial Autocorrelations (PAC)” for a discussion of autocorrelation and partial correlation functions, respectively.