Autocorrelation (ac and pac)

[paulvonhippel]

I'm using the autocorrelation command ac and the partial autocorrelation command pac. I'm running them on over 1,000 different time series with length T=12. May I ask a couple of questions?

The commands are slow because they generate a plot, which I don't want to see. Is there a way to save time by suppressing the plot? It's no big deal if you have only one time series, but if you have over 1,000, it's a drag.

The pac command won't calculate the partial autocorrelation for lags beyond 4. Why not? Is this an arbitrary software limit, or is there some mathematical reason you can't calculate the lag-5 autocorrelation from a time series with T=12.

Many thanks.

[William Lisowski]

The output of help ac tells us about the corrgram command, which produces the same autocorrelations and partial autocorrelations as the ac and pac commands, without the attendant graphs, and saves these in the returned results as r(AC) and r(PAC).

use https://www.stata-press.com/data/r16/air2
ac air, lags(20) generate(ac)
pac air, lags(20) generate(pac)
list ac pac in 1/20, clean

corrgram air, lags(20) noplot
matrix acpac = r(AC)' , r(PAC)'
matrix list acpac

. list ac pac in 1/20, clean

              ac          pac  
  1.   .94804734    .95893198  
  2.   .87557484   -.32983096  
  3.   .80668116     .2018249  
  4.   .75262542    .14500798  
  5.   .71376997    .25848232  
  6.    .6817336   -.02690283  
  7.   .66290439    .20433019  
  8.   .65561048    .15607896  
  9.   .67094833    .56860841  
 10.   .70271992    .29256358  
 11.   .74324019     .8402143  
 12.   .76039504    .61268285  
 13.   .71266087   -.66597616  
 14.   .64634228   -.38463943  
 15.   .58592342     .0787466  
 16.   .53795519   -.02663483  
 17.   .49974753   -.05805221  
 18.   .46873401   -.04350748  
 19.   .44987066    .27732556  
 20.    .4416288   -.04046447

. matrix list acpac

acpac[20,2]
               r1          r1
 lag1   .94804734   .95893198
 lag2   .87557484  -.32983096
 lag3   .80668116    .2018249
 lag4   .75262542   .14500798
 lag5   .71376997   .25848232
 lag6    .6817336  -.02690283
 lag7   .66290439   .20433019
 lag8   .65561048   .15607896
 lag9   .67094833   .56860841
lag10   .70271992   .29256358
lag11   .74324019    .8402143
lag12   .76039504   .61268285
lag13   .71266087  -.66597616
lag14   .64634228  -.38463943
lag15   .58592342    .0787466
lag16   .53795519  -.02663483
lag17   .49974753  -.05805221
lag18   .46873401  -.04350748
lag19   .44987066   .27732556
lag20    .4416288  -.04046447