{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}