English, Article edition: XCORPLOT: Stata module to calculate and graph cross-correlation function Nicholas J. Cox; Aurelio Tobias

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Bookmark: http://trove.nla.gov.au/version/102742
Physical Description
  • code
Language
  • English

Edition details

Title
  • XCORPLOT: Stata module to calculate and graph cross-correlation function
Author
  • Nicholas J. Cox
  • Aurelio Tobias
Physical Description
  • code
Notes
  • xcorplot calculates and graphs the first lags() cross-correlations of var1 and var2, both positive and negative. It is the user's responsibility to ensure that data are in appropriate sort order (usually, but not necessarily, time order). xcorplot is built on Sean Becketti's xcorr (STB-13) and requires other programs from his time series library (STB-24) to be installed. Thus it will not generally run in Stata version 6.0.
  • graphics, time series, cross-correlation
  • RePEc:boc:bocode:s355401
Language
  • English
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