The RATS Software Forum

Dear All

1. Is there a command to display AC, PAC, with specified number of lags and the corresponding Q-Stats and p-value in a table format? If there is, please let me have it!

2. Is there a command to plot a Probability plot for standardized residuals? need it too!

ddngoh wrote:Dear All

1. Is there a command to display AC, PAC, with specified number of lags and the corresponding Q-Stats and p-value in a table format? If there is, please let me have it!

Use the procedures @ACF or @REGCORRS depending upon the situation.

ddngoh wrote: 2. Is there a command to plot a Probability plot for standardized residuals? need it too!

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When is the last time you saw a P-plot in a published paper in economics (i.e. you really don't need it). At any rate, see DURKP035.RPF (Durbin and Koopman textbook example).

Thank you!