Code:
reg CSAD X1 X2 X3
method 1:
Code:
ac CSAD pac CSAD
method 2:
Code:
reg CSAD X1 X2 X3 predict residual, r ac residual pac residual
my intuition are that the two are the same, and running method one will simply show with what lags of itself CSAD is correlated, whereas running method 2 will show to how many lags will the error term be correlated with past values, meaning that the error term includes some variables correlated with CSAD, more specifically its lags that are given in method 2.
could someone please tell me if I am right or which method I should use.
thank you
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