Display autocorrelation and partial correlations.
Displays the autocorrelation and partial correlation functions in the specified form, together with the Q-statistics and p-values associated with each lag.
Syntax
var_name.correl(n, options)
You must specify the largest lag n to use when computing the autocorrelations.
Options
graph (default) | Display correlograms (graphs). |
byser | Display autocorrelations in tabular form, by series. |
bylag | Display autocorrelations in tabular form, by lag. |
name=arg | Saves matrix of results containing the data corresponding to the specified view. |
prompt | Force the dialog to appear from within a program. |
p | Print the correlograms. |
Examples
v1.correl(24, byser)
Displays the correlograms of V1 in tabular form by 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.