correlogram - Gretl-users - gretlml.univpm.it

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

correlogram

Undefined symbol get_gretl_rc_path

correlogram

Javier García

Tuesday, 3 November 2009 Tue, 3 Nov '09

8:47 a.m.

Thanks, but I wanted to say is that in the correlogram non-significative autocorrelations are higher than the bands of significance (+-1.96/sqrt(T)) while in the FAC they aren't. Cheers Javi

Attachments:

attachment.html (text/html — 374 bytes)

Reply

Show replies by thread

Allin Cottrell

Tuesday, 3 November Tue, 3 Nov

9:12 a.m.

On Tue, 3 Nov 2009, [iso-8859-1] Javier Garc�a wrote:

Thanks, but I wanted to say is that in the correlogram non-significative autocorrelations are higher than the bands of significance (+-1.96/sqrt(T)) while in the FAC they aren't.

What version of gretl are you running? We fixed a bug in te corrgm function in gretl 1.8.5. http://gretl.sourceforge.net/ChangeLog.html Allin Cottrell

Reply

5451

days inactive

5451

days old

gretl-users@gretlml.univpm.it

Manage subscription

1 comments

2 participants

tags (0)

participants (2)

Allin Cottrell
Javier García