{smcl} {* 28feb2003/3nov2004}{...} {hline} help for {hi:rvlrplot} {hline} {title:Plot residuals vs lagged residuals for time series data} {p 8 17 2}{cmd:rvlrplot} [ {cmd:,} {it:residualtype} {it:qualifier} {it:scatter_options} {cmd:plot(}{it:plot}{cmd:)} ] {title:Description} {p 4 4 2}{cmd:rvlrplot} plots residuals from the last model versus lagged (i.e. lag 1) residuals. Data must have been {cmd:tsset} previously. {p 4 4 2}By default, residuals are whatever {cmd:predict, res} produces after a model. The plot is restricted to the estimation sample. {title:Remarks} {p 4 4 2}The correlation between residuals and lagged residuals is calculated quietly. This may be retrieved by {cmd:return list} and then (say) used in a second pass giving the correlation on the graph. {p 4 4 2}If the order of observations is meaningful, but data have not been {cmd:tsset}, this may be done by {p 8 8 2}{cmd:gen t = _n}{break} {cmd:tsset t} {title:Options} {p 4 8 2}{it:residualtype} specifies a type of residual other than the default. The following types are currently supported: {cmdab:a:nscombe}, {cmdab:d:eviance}, {cmdab:l:ikelihood}, {cmdab:p:earson}, {cmdab:r:esiduals}, {cmdab:resp:onse}, {cmdab:rsta:ndard}, {cmdab:rstu:dent}, {cmdab:s:core}, {cmdab:w:orking}. {p 4 8 2}{it:qualifier} specifies one of {cmdab:sta:ndardized}, {cmdab:stu:dentized}, {cmdab:mod:ified}, {cmdab:adj:usted}. {p 4 8 2}{it:scatter_options} are options of {help twoway_scatter:twoway scatter}. {p 4 8 2}{cmd:plot(}{help plot_option:plot}{cmd:)} provides a way to add other plots to the generated graph; see {help plot_option}. {title:Examples} {p 4 8 2}{cmd:. tsset time}{p_end} {p 4 8 2}{cmd:. regress {it:whatever} time}{p_end} {p 4 8 2}{cmd:. rvlrplot} {title:Author} {p 4 4 2}Nicholas J. Cox, University of Durham, U.K.{break} n.j.cox@durham.ac.uk {title:Also see} {p 4 13 2}On-line: help for {help predict}, {help scatter}, {help tsset}, {help modeldiag}