Monday, February 27, 2006

st: calculating autocovariances in stata

Hi all

I have an autoregressive model AR (12) and would like to calculate autocovariances, but I can't find the command in stata. It seems that there is a comman for autocorrelations (corrgram) but not autocovariances.

Thanks so much in advance! Elena * * For searches and help try: * * *


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