Residuals vs lagged residuals for time series data
rvlrplot7 [ , graph_options ]
rvlrplot7 plots residuals from the last model versus lagged (i.e. lag 1) residuals. Data must have been tsset previously.
More precisely, residuals are whatever predict, res produces after a model. The plot is restricted to the estimation sample.
rvlrplot7 is a renamed clone of rvlrplot 1.0.0 which is for Stata 7. Stata 8 users should use rvlrplot 2.0.0 or later.
The correlation between residuals and lagged residuals is calculated quietly. This may be retrieved by return list and then (say) used in a second pass giving the correlation on the graph.
graph_options are options of graph, twoway.
. tsset time
. regress whatever time
Nicholas J. Cox, University of Durham, U.K. firstname.lastname@example.org
On-line: help for graph, predict, tsset