I'm using the autocorrelation command ac and the partial autocorrelation command pac. I'm running them on over 1,000 different time series with length T=12. May I ask a couple of questions?
The commands are slow because they generate a plot, which I don't want to see. Is there a way to save time by suppressing the plot? It's no big deal if you have only one time series, but if you have over 1,000, it's a drag.
The pac command won't calculate the partial autocorrelation for lags beyond 4. Why not? Is this an arbitrary software limit, or is there some mathematical reason you can't calculate the lag-5 autocorrelation from a time series with T=12.
Many thanks.
Related Posts with Autocorrelation (ac and pac)
Frequency tables for multi variablesHi, I am using stata 13, and I need to make a combined frequency table for many dependent variables,…
interpreting logistic regression model with interaction terms, data-sparsity and collinearityHello, First off, I'm sorry to post such a basic question and basically ask someone to do my work f…
xtabond2?????????????hi guys, my study is about the impact of education on economic growth in developing countries. i hav…
Refining a difference-in-difference-in-differences analysis (DDD) with panel dataHello, I'd like to do a differences-in-differences-in-differences analysis (DDD) using Stata 15. …
Conditional Logistic Regression VariablesHello, Just wondering if there is a limit on the amount of independent variables that Stata will acc…
Subscribe to:
Post Comments (Atom)
0 Response to Autocorrelation (ac and pac)
Post a Comment