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