correlsq |

Correlogram of squared residuals.

Displays the autocorrelation and partial correlation functions of the squared residuals from an estimated equation, together with the Q-statistics and p-values associated with each lag.

Syntax

equation_name.correlsq(n, options)

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

Options

p | Print the correlograms. |

Examples

eq1.correlsq(24)

displays the correlograms of the squared residuals of EQ1 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::correl.