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 <[email protected]>
To
<[email protected]>
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/