Re: [Gretl-users] Correlogram - ACF Value Extraction
On Tue, 23 Mar 2010, savos schmagges wrote:
Hi guys,
is there any possibility to extract the acf-values from the Correlogram?
The corrgm _function_ should do what you want. Example:
<script>
open sw_ch14 --quiet
list X = LHUR PUNEW
scalar k = 12
A = corrgm(X, k)
print A
</script>
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti