corrgram.hlp

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{smcl}
{* 09mar2005}{...}
{cmd:help corrgram}, {cmd:help ac}, {cmd:help pac}{...}
{right:dialogs:  {bf:{dialog corrgram}}  {bf:{dialog ac}}  {bf:{dialog pac}}}
{hline}

{title:Title}

{p2colset 5 22 24 2}{...}
{p2col:{hi:[TS] corrgram} {hline 2}}Tabulate and graph autocorrelations{p_end}
{p2colreset}{...}


{title:Syntax}

{phang}Autocorrelations, partial autocorrelations, and Portmanteau (Q) statistics

{p 8 25 2}
{cmd:corrgram}
{varname}
{ifin}
[{cmd:,} {it:{help corrgram##corrgram_options:corrgram_options}}]

{phang}Graph of autocorrelations

{p 8 25 2}
{cmd:ac}{space 6}
{varname}
{ifin} 
[{cmd:,} {it:{help corrgram##ac_options:ac_options}}]

{phang}Graph of partial autocorrelations

{p 8 25 2}
{cmd:pac}{space 5}
{varname}
{ifin}
[{cmd:,} {it:{help corrgram##pac_options:pac_options}}]

{marker corrgram_options}{...}
{synoptset 25 tabbed}{...}
{synopthdr:corrgram_options}
{synoptline}
{syntab:Main}
{synopt:{opt l:ags(#)}}calculate {it:#} autocorrelations{p_end}
{synopt:{opt nopl:ot}}suppress character-based plots{p_end}
{synopt:{opt yw}}calculate partial autocorrelations using Yule-Walker equations{p_end}
{synoptline}

{marker ac_options}{...}
{synopthdr:ac_options}
{synoptline}
{syntab:Main}
{synopt:{opt lag:s(#)}}calculate {it:#} autocorrelations{p_end}
{synopt:{opth gen:erate(newvar)}}generate a variable to hold the
autocorrelations; implies {opt nograph}{p_end}
{synopt:{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt:{opt fft}}calculate autocorrelation using Fourier transforms{p_end}

{syntab:Plot}
INCLUDE help gr_markopt
{p2col:{it:{help line_options}}}change look of dropped lines{p_end}

{syntab:CI plot}
{synopt:{opth ciop:ts(area_options)}}affect rendition of the
	confidence bands{p_end}

{syntab:Add plot}
{synopt:{opth "addplot(addplot_option:plot)"}}add other plots to the generated
graph{p_end}

{syntab:Y-Axis, X-Axis, Title, Caption, Legend, Overall}
{synopt:{it:{help twoway_options}}}any options other than {opt by()} documented in
{bind:{bf:[G] {it:twoway_options}}}
{p_end}
{synoptline}

{marker pac_options}{...}
{synopthdr:pac_options}
{synoptline}
{syntab:Main}
{synopt:{opt lag:s(#)}}calculate {it:#} partial autocorrelations{p_end}
{synopt:{opth gen:erate(newvar)}}generate a variable to hold the
partial autocorrelations; implies {opt nograph}{p_end}
{synopt:{opt srv}}include standardized residual variances in graph{p_end}
{synopt:{opt yw}}calculate partial autocorrelations using Yule-Walker equations{p_end}
{synopt:{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}

{syntab:Plot}
INCLUDE help gr_markopt
{p2col:{it:{help line_options}}}change look of dropped lines{p_end}

{syntab:CI plot}
{synopt:{opth ciop:ts(area_options)}}affect rendition of the
	confidence bands{p_end}

{syntab:SRV plot}
{synopt:{opth srvop:ts(marker_options)}}affect rendition of 
	the plotted standardized residual variances (SRVs){p_end}

{syntab:Add plot}
{synopt:{opth "addplot(addplot_option:plot)"}}add other plots to the generated
graph{p_end}

{syntab:Y-Axis, X-Axis, Title, Caption, Legend, Overall}
{synopt:{it:{help twoway_options}}}any options other than {opt by()} documented in
{bind:{bf:[G] {it:twoway_options}}}{p_end}
{synoptline}

{p 4 6 2}
You must {opt tsset} your data before using {opt corrgram}, {opt ac}, or
{opt pac}; see {helpb tsset}.  In addition, the time series must be dense
(nonmissing and no gaps in the time variable) in the sample if you specify the
{opt fft} option.
{p_end}
{p 4 6 2}
{it:varname} may contain time-series operators; see {help tsvarlist}.


{title:Description}

{pstd}
{opt corrgram} produces a table of the autocorrelations, partial
autocorrelations, and Portmanteau (Q) statistics.  It also displays a
character-based plot of the autocorrelations and partial autocorrelations and
partial autocorrelations.  See {helpb wntestq} for more information on the Q
statistic.

{pstd}
{opt ac} produces a correlogram (a graph of autocorrelations) with pointwise
confidence intervals based on Bartlett's formula for MA(q) processes.

{pstd}
{opt pac} produces a partial correlogram (a graph of partial autocorrelations)
with confidence intervals calculated using a standard error of 1/sqrt(n).  The
residual variances for each lag may optionally be included on the graph.


{title:Options}

{dlgtab:Main}

{phang}
{opt lags(#)} specifies the number of autocorrelations to calculate.  The
   default is to use min([n/2]-2,40) where [n/2] is the greatest integer less
   than or equal to n/2.

{phang}
{opt noplot} prevents the character-based plots from being in the listed table
   of autocorrelations and partial autocorrelations.

{phang}
{opth generate(newvar)} specifies a new variable to contain the
   autocorrelation ({opt ac} command) or partial autocorrelation ({opt pac}
   command) values.  This option is required if the {opt nograph} option is
   used.

{pmore}
   {opt nograph} (implied when using {opt generate()} in the dialog box)
   prevents {opt ac} and {opt pac} from constructing a graph.  This option
   requires the {opt generate()} option.

{phang}
{opt srv} ({opt pac} only) specifies that the standardized residual variances
   be plotted with the partial autocorrelations.  {opt srv} cannot be used if
   {opt yw} is used.

{phang}
{opt yw} specifies that the partial autocorrelations be calculated using the
   Yule-Walker equations instead of using the default regression-based
   technique.  {opt yw} cannot be used if {opt srv} is used.

{phang}
{opt level(#)} specifies the confidence level, as a percentage, for the
   confidence bands in the {opt ac} or {opt pac} graph.  The default is
   {cmd:level(95)} or as set by {opt set level}; see {help level}.

{phang}
{opt fft} ({opt ac} only) specifies that the autocorrelations be calculated
   using two Fourier transforms.  This technique can be faster than simply
   iterating over the requested number of lags.

{dlgtab:Plot}

{phang}
{it:marker_options}, {it:marker_label_options}, and {it:line_options} affect
the rendition of the plotted autocorrelations (with {cmd:ac}) or partial
autocorrelations (with {cmd:pac}).

{phang2}
{it:marker_options}
    specify the look of markers plotted at the data correlation points.  This
    look includes the marker symbol, the marker size, its color and outline;
    see {it:{help marker_options}}.

{phang2}
{it:marker_label_options}
    specify if and how the markers are to be labeled; 
    see {it:{help marker_label_options}}.

{phang2}
{it:line_options} 
    specify the look of the dropped lines, including pattern, width, and
    color; see {it:{help line_options}}.

{dlgtab:CI plot}

{phang}
{opth ciopts(area_options)} affect the rendition of the confidence
bands; see {it:{help area_options}}.

{dlgtab:SRV plot}

{phang}
{opth srvopts(marker_options)} affect the rendition of the plotted
   standardized residual variances; see {it:{help marker_options}}.  This
   option implies the {opt srv} option.

{pmore}
    SRVs are available only with {cmd:pac}.

{dlgtab:Add plot}

{phang}
{opth "addplot(addplot_option:plot)"} adds specified plots to the generated
   graph; see {it:{help addplot_option}}.

{dlgtab:Y-Axis, X-Axis, Title, Caption, Legend, Overall}

{phang}
{it:twoway_options} are any of the options documented in
   {it:{help twoway_options}}, excluding {opt by()}.  These include options
   for titling the graph (see {it:{help title_options}}) and saving the graph
   to disk (see {it:{help saving_option}}).


{title:Examples}

    {cmd:. gen x = invnorm(uniform())}
    {cmd:. gen t = _n}
    {cmd:. tsset t}
    {cmd:. corrgram x, lags(20)}
    {cmd:. ac x, lags(10)}
    {cmd:. pac x}

    {cmd:. corrgram air, lags(20)}
    {cmd:. ac air, lags(20)}
    {cmd:. pac DS12.air, lags(20)}
    {cmd:. pac DS12.air, lags(20) srv}


{title:Also see}

{psee}
Manual:  {bf:[TS] corrgram}

{psee}
Online:  {helpb tsset}, {helpb pergram}, {helpb wntestq}
{p_end}