El 22/05/11 18:14, Sam Sam escribió:
> Dear all:
>
> Does it provide Box-Pierce Q statistic to test if residual is
> autocorrelation for ARIMA in gretl ?
>
> Thanks a lot
Gretl provides the Ljung-Box statistic, wich is a refinement of
Box-Pierce Q with better small sample properties. You may se
Dear all:
Does it provide Box-Pierce Q statistic to test if residual is autocorrelation
for ARIMA in gretl ?
Thanks a lot
Dear all:
Does it provide Box-Pierce Q statistic to test if residual is autocorrelation for ARIMA in gretl ?
Thanks a lot
