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Plot residual autocorrelation function

racplot[,residualtyperscale(exp)ac_optionsplot(plot)]

Description

racplotplots the autocorrelation function of residuals from the last model. Data must have beentssetpreviously.More precisely, the default is whatever residuals

predict, residuals(or, afterglm,predict, response) produces after a model. The plot is restricted to the estimation sample.

Options

residualtypespecifies 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 andXas a placeholder for the residual variable name. Thusrscale(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_optionsare options of ac.

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

Examples

. tsset time. regresswhatevertime. racplot

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

Also see