Object Reference : Object View and Procedure Reference : System
  
 
correl
Display graphs or tables of residual autocorrelations and cross-correlations.
Displays the auto and cross-correlation functions of the estimated system residals.
Syntax
system_name.correl(n, options)
You must specify the largest lag n to use in the computations. The default is to display a graphical view of the auto and cross-correlations.
Options
 
graph (default)
Display correlograms (graphs).
bylag
Display table of results grouped by lag.
bser
Display table of results grouped by series.
factor=chol
Factorization by the inverse of the Cholesky factor of the residual covariance matrix (if estimated by ARCH).
factor=cor
Factorization by the inverse square root of the residual correlation matrix (if estimated by ARCH; Doornik and Hansen, 1994).
factor=cov
Factorization by the inverse square root of the residual covariance matrix (if estimated by ARCH; Urzua, 1997).
name=arg
Save matrix of results.
prompt
Force the dialog to appear from within a program.
p
Print the correlograms.
 
Examples
sys.correl(24)
Displays the correlograms of the SER1 series for up to 24 lags.
Cross-references
See “Correlogram” and “Cross Correlations and Correlograms” for related discussion of autocorrelation and cross-correlation functions, respectively. See also “Residual Tests” for related testing in a VAR context.