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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- Tue Apr 24, 2018 8:43 am
- Forum: Estimation
- Topic: Correlogram
- Replies: 1
- Views: 1890