English, Article edition: ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series Sune Karlsson

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/174701
Physical Description
  • code
Language
  • English

Edition details

Title
  • ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series
Author
  • Sune Karlsson
Physical Description
  • code
Notes
  • armadiag is a post-estimation diagnostic tool for use after arch, arima or regress. The residuals (standardized residuals with arch) are plotted together with autocorrelations, partial autocorrelations and p-values of the Ljung-Box Q-statistic. The variable varname is used instead of residuals if varname is specified. Optionally the square of the variable/​residuals/​standardized residuals is used to allow detection of (remaining) ARCH-effects.
  • ARCH, residual diagnostics, time series, Q statistic, autocorrelation
  • RePEc:boc:bocode:s456923
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment