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Re: st: Correlogram


From   Toyoto Iwata <[email protected]>
To   [email protected]
Subject   Re: st: Correlogram
Date   Tue, 20 Apr 2004 16:03:18 +0900

Dear Karim,

I do not know this is most appropriate,
but seems to work.

Starting from your saved data,

. infile str9 date float (gdp b c d e) using
http://www.angelfire.com/ab5/get5/gujarati.txt
(88 observations read)

. gen month = substr(date, 3, 2)

. gen year = substr(date, 6, 4)

. destring month year, replace
month has all characters numeric; replaced as byte
year has all characters numeric; replaced as int

. egen quarter = group(month)

. gen time = yq(year, quarter)

.   tsset time
        time variable:  time, 40 to 127

. corrgram gdp, lags(25)

                                          -1       0       1 -1       0
  1
 LAG       AC       PAC      Q     Prob>Q  [Autocorrelation]  [Partial
Autocor]
----------------------------------------------------------------------------
---
1        0.9689   0.9986   85.462  0.0000          |-------
|------- 
2        0.9353  -0.3197   166.02  0.0000          |-------         --|
   
3        0.9014  -0.0959   241.72  0.0000          |-------           |
   
4        0.8658   0.0297   312.39  0.0000          |------            |
   
5        0.8298  -0.0398    378.1  0.0000          |------            |
   




T Iwata, Japan

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