Dear all,

I want to estimate an AR. I do so via the following commands:
ac pricedifference, lags(6) generate (ac)/*autocorrelation function*/

foreach n of numlist 1/6{
disp ac[`n']

How can I know how many lags to include? Is it just looking at the grey area from the ac graph, and only include the lags for which the points do not lie in the grey area?


Array