Monday, February 27, 2006
st: calculating autocovariances in stata
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: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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