XCORPLOT: Stata module to calculate and graph cross-correlation function

Nicholas Cox and Aurelio Tobias ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 5.0
Keywords: graphics; time series; cross-correlation (search for similar items in EconPapers)
Date: 1998-09-15
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xcorplot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xcorplot.hlp help file (text/plain)

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