Display autocorrelation and partial correlations.
Displays the autocorrelation and partial correlation functions of the series, together with the Q-statistics and p-values associated with each lag.
Syntax
series_name.correl(n, options)
You must specify the largest lag n to use when computing the autocorrelations.
Options
d=integer (default=0) | Compute correlogram for specified difference of the data. |
prompt | Force the dialog to appear from within a program. |
p | Print the correlograms. |
Examples
ser1.correl(24)
Displays the correlograms of the SER1 series for up to 24 lags.
Cross-references
See
“Autocorrelations (AC)” and
“Partial Autocorrelations (PAC)” for a discussion of autocorrelation and partial correlation functions, respectively.