Re: [Gretl-users] Box-Pierce Q statistic
On Tue, 1 Mar 2011, Sam Sam wrote:
Is it Box-Piece Q statistic or Ljung-Box Q statistic in gretl?
It's Ljung-Box, and the df is the number of lags.
http://en.wikipedia.org/wiki/Ljung%E2%80%93Box_test
Allin Cottrell