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st: Why does Stata estimate different partial autocorrelations?


From   Gewei Wang <brease@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Why does Stata estimate different partial autocorrelations?
Date   Tue, 15 Feb 2005 20:16:26 -0500

Hi, all,

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.

Gewei

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