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...
Textbook Link
Introductory Econometrics for Finance
https://amzn.to/2YJc2Tu
My Twitter is:
/ michaelrjonas
show more