st: calculating autocovariances in stata

From	Elena Nikolova <[email protected]>
To	[email protected]
Subject	st: calculating autocovariances in stata
Date	Mon, 27 Feb 2006 23:40:27 -0500

Hi all

I have an autoregressive model AR (12) and would like to calculate autocovariances, but I can't find the command in stata. It seems that there is a comman for autocorrelations (corrgram) but not autocovariances.

Thanks so much in advance!
Elena
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