For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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Postby hhmolana » Tue Apr 24, 2018 8:43 am

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

EViews Gareth
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Re: Correlogram

Postby EViews Gareth » Tue Apr 24, 2018 9:56 am

The PDF documentation has the full expression.
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