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st: Extracting confidence intervals from corrgram
From
Shruthi Jayaram <[email protected]>
To
[email protected]
Subject
st: Extracting confidence intervals from corrgram
Date
Fri, 30 Mar 2012 18:37:36 -0400
Dear Statalist,
Is it possible to obtain the confidence intervals of an
autocorrelation function in Stata? I understand that corrgram returns
the ACF and PACF values for various lags as well as the Q-statistic,
but not the confidence intervals themselves. I would be grateful for
advice on either ways to calculate the confidence intervals from
corrgram, or suggestions for other modules that may give me the
ACF/PACF values along with confidence intervals for a specified number
of lags.
Thanks very much for your time,
Shruthi
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