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!
AC, PAC, Q-Plot and its p-value and Probability Plot
Re: AC, PAC, Q-Plot and its p-value and Probability Plot
Use the procedures @ACF or @REGCORRS depending upon the situation.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!
[/quote]ddngoh wrote: 2. Is there a command to plot a Probability plot for standardized residuals? need it too!
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).