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

Author

Listed:
  • Nicholas J. Cox

    (University of Durham)

  • Aurelio Tobias

    (IMIM Barcelona)

Programming Language

Stata

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.

Suggested Citation

  • Nicholas J. Cox & Aurelio Tobias, 1998. "XCORPLOT: Stata module to calculate and graph cross-correlation function," Statistical Software Components S355401, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s355401
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xcorplot.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xcorplot.hlp
    File Function: help file
    Download Restriction: no
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