Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: extended sample autocorrelation function (ESACF)?


From   Roland Geier <mail@roland-geier.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: extended sample autocorrelation function (ESACF)?
Date   Tue, 20 Apr 2010 09:36:50 +0200 (CEST)

Dear list members, i wonder whether there is a stata command or package to calculate the extended sample autocorrelation function (ESACF) proposed by Tsay/Tiao in 1984?

Thanks in advance for any assistance.

-- 
Roland
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index