[Gretl-devel] differences in xcorrgm and corr function

I was trying to recover some cross-correlations between two series and I noticed that the command "xcorrgm" and the genr function "corr" do not give exactly the same estimations. I suppose they are using different formulas so I tried to look for the differences in the source (describe.c file) but I really do not find any difference, do you? I think they should give the same result so if you run scalar xy3=corr(y,x(-3)) you should obtain the same result as the xcorrgm gives for lag 3. Now I see that the same occurs with the correlogram. For example scalar x3=corr(x,x(-3)) is not exactly the same as the third coefficient that gives corrgm d_Ct <script> open data3-6 diff Ct Yt xcorrgm d_Ct d_Yt scalar c0=corr(d_Ct,d_Yt) ;# this is the only one that coincides scalar cm1=corr(d_Ct(-1),d_Yt) scalar c1=corr(d_Ct,d_Yt(-1)) scalar c2=corr(d_Ct,d_Yt(-2)) corrgm d_Ct scalar cx1=corr(d_Ct,d_Ct(-1)) scalar cx2=corr(d_Ct,d_Ct(-2)) </script> -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.et.bs.ehu.es