Graph CUSUM and CUSUM squared ----------------------------- ^cusum^ varlist [^, noc^onstant ^d^ate(varname) ^nop^lot graph-options other-options] Description ----------- ^cusum^ calculates and graphs the cumulative sums (CUSUM) of the recursive residuals and their squares from the regression specified by "varlist". Each graph includes a 95 percent confidence band. Options ------- ^noc^onstant eliminates the constant from the regressions. ^d^ate(varname) specifies the variable to display on the horizontal axis of each graph. ^nop^lot suppresses the graphs. graph-options specify options to apply to both the CUSUM and the CUSUM of squares graphs Other options ------------- The CUSUM statistics and the confidence bands can be stored for later use. The options for storing these variables are CUSUM information ----------------- ^c^s(varname) stores the CUSUM. ^l^w(varname) stores the lower limit of the confidence band. ^u^w(varname) stores the upper limit of the confidence bankd. CUSUM of squares information ---------------------------- ^c^s2(varname) stores the CUSUM of squares. ^lww^(varname) stores the lower limit of the confidence band. ^s^qline(varname) stores the reference line. ^uww^(varname) stores the upper limit of the confidence bankd. References ---------- Brown, R.L., J. Durbin, and J.M. Evans (1975). "Techniques for testing the constancy of regression relationships over time (with discussion)," ^Journal^ ^of the Royal Statistical Society^. Series B, Volume 37, pp. 149-192. Harvey, A.C. (1990). ^The Econometric Analysis of Time Series^. MIT Press.