Correlogram

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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hhmolana
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Joined: Fri Mar 24, 2017 5:20 am

Correlogram

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

Re: Correlogram

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

The PDF documentation has the full expression.
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