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by hhmolana
Tue Apr 24, 2018 8:43 am
Forum: Estimation
Topic: Correlogram
Replies: 1
Views: 191

Correlogram

What is the precise formula used in EViews for calculating ACs & PACs. In quite a few cases I find a large discrepancy between these as reported in the correlogram and and the coefficient estimates of the relevant lags from an AR regressions.

Thanks, HM

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