arma structure correlogram

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startz
Non-normality and collinearity are NOT problems!
Posts: 3361
Joined: Wed Sep 17, 2008 2:25 pm

arma structure correlogram

Postby startz » Mon Nov 20, 2017 10:31 am

It looks like the autocorrelations in the arma structure correlogram are being drawn off by one lag. I estimated an MA(1) and asked for the arma structure correlogram and got
bug 1.png
bug 1.png (20.72 KiB) Viewed 371 times
Note that the "Actual" spike begins at lag zero. It should begin at lag 1, I realize this is in part to avoid having the actual and theoretical on top of one another, but it would be much better if they touched or something.

For the record, here is the correlogram done straight.
Capture2.PNG
Capture2.PNG (9.49 KiB) Viewed 371 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11836
Joined: Tue Sep 16, 2008 5:38 pm

Re: arma structure correlogram

Postby EViews Gareth » Mon Nov 20, 2017 10:54 am

Will fix.
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