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st: corrgram: ac & pac


From   cthompson@dfpm.utah.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: corrgram: ac & pac
Date   Mon, 31 Mar 2003 09:50:21 -0700

Morning Statalisters - 
I am working with a time-series data set and I'd like to know 
the autocorrelation and partial autocorrelation functions of 
two separate variables in my data set.  Following a search of 
the STATA help index as well as a perusal of Greene's 
Econometrics textbook, I am under the impression that 
autocorrelation (AC) and partial autocorrelation (PAC) should 
be equivalent in lag one; "corrgram", however, does not return 
equivalent values in lag one for "ac" and "pac".  Can anyone 
shed any light on the subject or is my understanding 
(admittedly rudimentary) misguided?  Thank you.
Cheers, Clint
p.s. a sample of my code and output is pasted below:
corrgram gpsav, lags(8)
                       
 LAG       AC       PAC      Q     Prob>Q  [Autocorrelation]  [Partial 
Autocor]
----------------------------------------------------------------------
1        0.9661   0.9832   175.48  0.0000          |-------           

*Note the disparity between AC and PAC* 

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