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Plot residuals vs lagged residuals for time series data

rvlrplot[,residualtypequalifierscatter_optionsplot(plot)]

Description

rvlrplotplots residuals from the last model versus lagged (i.e. lag 1) residuals. Data must have beentssetpreviously.By default, residuals are whatever

predict, resproduces after a model. The plot is restricted to the estimation sample.

RemarksThe correlation between residuals and lagged residuals is calculated quietly. This may be retrieved by

return listand then (say) used in a second pass giving the correlation on the graph.If the order of observations is meaningful, but data have not been

tsset, this may be done by

gen t = _ntsset t

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.

qualifierspecifies one ofstandardized,studentized,modified,adjusted.

scatter_optionsare options of twoway scatter.

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

Examples

. tsset time. regresswhatevertime. rvlrplot

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

Also seeOn-line: help for predict, scatter, tsset, modeldiag