Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: AW: extended sample autocorrelation function (ESACF)?


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: extended sample autocorrelation function (ESACF)?
Date   Tue, 20 Apr 2010 09:38:53 +0200

<> 


See http://www.stata.com/statalist/archive/2010-04/msg00986.html...




HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Roland Geier
Gesendet: Dienstag, 20. April 2010 09:37
An: [email protected]
Betreff: st: extended sample autocorrelation function (ESACF)?

Dear list members, i wonder whether there is a stata command or package to
calculate the extended sample autocorrelation function (ESACF) proposed by
Tsay/Tiao in 1984?

Thanks in advance for any assistance.

-- 
Roland
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index