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Autocorrelation Function | Real Statistics Using Excel
Autocorrelation Function | Real Statistics Using Excel

Five ways to detect correlation in panels
Five ways to detect correlation in panels

SAGE Research Methods Datasets Part 1 - Learn About Time Series ARIMA Models in Stata With Data From the USDA Feed Grains Database (1876–2015)
SAGE Research Methods Datasets Part 1 - Learn About Time Series ARIMA Models in Stata With Data From the USDA Feed Grains Database (1876–2015)

I] Index
I] Index

The Stata Journal
The Stata Journal

Unit Root Test - an overview | ScienceDirect Topics
Unit Root Test - an overview | ScienceDirect Topics

PDF) Stata 10 (Time Series and Forecasting)
PDF) Stata 10 (Time Series and Forecasting)

Stata13): ARIMA Models (Diagnostics) #arima #arma #boxjenkins #financialeconometrics #timeseries - YouTube
Stata13): ARIMA Models (Diagnostics) #arima #arma #boxjenkins #financialeconometrics #timeseries - YouTube

PDF) Multivariate portmanteau (Q) test for white noise
PDF) Multivariate portmanteau (Q) test for white noise

The Stata Journal
The Stata Journal

time series - Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey - Cross Validated
time series - Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey - Cross Validated

SAGE Research Methods Datasets Part 1 - Learn About Time Series ARIMA Models in Stata With Data From the NOAA Global Climate at a Glance (1910–2015)
SAGE Research Methods Datasets Part 1 - Learn About Time Series ARIMA Models in Stata With Data From the NOAA Global Climate at a Glance (1910–2015)

An introduction to forecast evaluation with Stata - ppt video online download
An introduction to forecast evaluation with Stata - ppt video online download

Thoughts on the Ljung-Box test | Rob J Hyndman
Thoughts on the Ljung-Box test | Rob J Hyndman

Time series analysis and forecasting with ECOTOOL | PLOS ONE
Time series analysis and forecasting with ECOTOOL | PLOS ONE

time series - How to interpret ACF and PACF and compare with Ljung Box result - Cross Validated
time series - How to interpret ACF and PACF and compare with Ljung Box result - Cross Validated

Useful Stata Commands | PDF | Ordinary Least Squares | Regression Analysis
Useful Stata Commands | PDF | Ordinary Least Squares | Regression Analysis

Plot Unit root test - Ljung-Box statistic over the residuals - rstudio - RStudio Community
Plot Unit root test - Ljung-Box statistic over the residuals - rstudio - RStudio Community

SAGE Research Methods Datasets Part 1 - Learn About Time Series ARIMA Models in Stata With Data From the NOAA Global Climate at a Glance (1910–2015)
SAGE Research Methods Datasets Part 1 - Learn About Time Series ARIMA Models in Stata With Data From the NOAA Global Climate at a Glance (1910–2015)

Thoughts on the Ljung-Box test | Rob J Hyndman
Thoughts on the Ljung-Box test | Rob J Hyndman

Time Series
Time Series

A general approach to testing for autocorrelation
A general approach to testing for autocorrelation

How do you use the Ljung-Box Statsics using Stata?
How do you use the Ljung-Box Statsics using Stata?

PDF] Testing for Serial Correlation in Linear Panel-data Models | Semantic Scholar
PDF] Testing for Serial Correlation in Linear Panel-data Models | Semantic Scholar

PDF] Testing for Serial Correlation in Linear Panel-data Models | Semantic Scholar
PDF] Testing for Serial Correlation in Linear Panel-data Models | Semantic Scholar

How to determine the number of lags in time series - Statalist
How to determine the number of lags in time series - Statalist