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
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.
arma structure correlogram
Moderators: EViews Gareth, EViews Moderator
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Who is online
Users browsing this forum: No registered users and 24 guests