Time Series Econometrics: The CORRGRAM command in Stata
Mike Jonas Econometrics Mike Jonas Econometrics
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 Published On Sep 22, 2020

How to generate and interpret the output from a 'correlogram' in Stata, including the Auto-correlation function (ACF), the Partial Auto-correlation Function (PACF), the Q-statistic and p-value.

Finite Distributed Lag Models (Lecture with examples):    • Basic Time Series in Stata: Finite Di...  

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Introductory Econometrics for Finance
https://amzn.to/2YJc2Tu

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