Object Reference : Object View and Procedure Reference : Var
  
 
correl
Display autocorrelation and partial correlations.
Displays the autocorrelation and partial correlation functions in the specified form, together with the Q-statistics and p-values associated with each lag.
Syntax
var_name.correl(n, options)
You must specify the largest lag n to use when computing the autocorrelations.
Options
 
graph (default)
Display correlograms (graphs).
byser
Display autocorrelations in tabular form, by series.
bylag
Display autocorrelations in tabular form, by lag.
name=arg
Save matrix of results.
prompt
Force the dialog to appear from within a program.
p
Print the correlograms.
Examples
v1.correl(24, byser)
Displays the correlograms of V1 in tabular form by series, for up to 24 lags.
Cross-references
See “Autocorrelations (AC)” and “Partial Autocorrelations (PAC)” for a discussion of autocorrelation and partial correlation functions, respectively.