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st: Why does Stata estimate different partial autocorrelations?
I just found the Stata's command -- corrgram -- gives different results
of partial autocorrelations from other statistical softwares such as SAS
and Eviews. Of course, the -- pac -- creates different plots. In
particular, Stata's one period lag partial autocorrelation is different
with one period lag autocorrelation. However, other softwares report
same values. Who can tell me the reason? Thanks a lot.
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