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Residuals vs lagged residuals for time series data

rvlrplot7[,graph_options]

Description

rvlrplot7plots residuals from the last model versus lagged (i.e. lag 1) residuals. Data must have beentssetpreviously.More precisely, residuals are whatever

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

rvlrplot7is a renamed clone ofrvlrplot1.0.0 which is for Stata 7. Stata 8 users should uservlrplot2.0.0 or later.

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.

Options

graph_optionsare options ofgraph, twoway.

Examples. tsset time

. regress

whatevertime. rvlrplot7

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

Also seeOn-line: help for graph, predict, tsset