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st: AW: extended sample autocorrelation function (ESACF)?


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: extended sample autocorrelation function (ESACF)?
Date   Tue, 20 Apr 2010 09:38:53 +0200

<> 


See http://www.stata.com/statalist/archive/2010-04/msg00986.html...




HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Roland Geier
Gesendet: Dienstag, 20. April 2010 09:37
An: statalist@hsphsun2.harvard.edu
Betreff: st: extended sample autocorrelation function (ESACF)?

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
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