correl |

Display autocorrelation and partial correlations.

Displays the correlogram and partial correlation functions of the residuals of the equation, together with the Q-statistics and p-values associated with each lag.

Syntax

eq_name.correl(n, options)

You must specify the largest lag n to use when computing the autocorrelations.

Options

p | Print the correlograms. |

Examples

eq1.correl(24)

Displays the correlograms of the residuals of EQ1 for up to 24 lags.

Cross-references

See
“Autocorrelations (AC)” and
“Partial Autocorrelations (PAC)” for a discussion of autocorrelation and partial correlation functions, respectively.

See also
Equation::correlsq.