arma structure correlogram

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Non-normality and collinearity are NOT problems!
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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 573 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 (9.49 KiB) Viewed 573 times

EViews Gareth
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Re: arma structure correlogram

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

Will fix.
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