help for racplot

Plot residual autocorrelation function

racplot [ , residualtype rscale(exp) ac_options plot(plot) ]


racplot plots the autocorrelation function of residuals from the last model. Data must have been tsset previously.

More precisely, the default is whatever residuals predict, residuals (or, after glm, predict, response) produces after a model. The plot is restricted to the estimation sample.


residualtype specifies a type of residual other than the default. The following types are currently supported: anscombe, deviance, likelihood, pearson, residuals, response, rstandard, rstudent, score, working.

rscale(exp) specifies a transformed scale for the residuals using Stata syntax and X as a placeholder for the residual variable name. Thus rscale(X^2) specifies squaring; rscale(abs(X)) specifies absolute value, to set aside sign; rscale(sqrt(abs(X))) specifies root of absolute value. This option is not obviously helpful, but is included just in case it may be.

ac_options are options of ac.

plot(plot) provides a way to add other plots to the generated graph; see plot_option.


. tsset time . regress whatever time . racplot


Nicholas J. Cox, University of Durham, U.K. n.j.cox@durham.ac.uk

Also see