help for rvlrplot7

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

. rvlrplot7


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

Also see

On-line: help for graph, predict, tsset