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st: Extracting confidence intervals from corrgram


From   Shruthi Jayaram <jayaram.shruthi@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Extracting confidence intervals from corrgram
Date   Fri, 30 Mar 2012 18:37:36 -0400

Dear Statalist,

Is it possible to obtain the confidence intervals of an
autocorrelation function in Stata? I understand that corrgram returns
the ACF and PACF values for various lags as well as the Q-statistic,
but not the confidence intervals themselves. I would be grateful for
advice on either ways to calculate the confidence intervals from
corrgram, or suggestions for other modules that may give me the
ACF/PACF values along with confidence intervals for a specified number
of lags.

Thanks very much for your time,

Shruthi
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