[Gretl-users] degree of freedom of Ljung-Box Q
Dear all:
I am confused about that degree of freedom is the number of lag or the nuber of lag minus
the number of parameter estimated
(When using Ljung-Box Q stat. to test if the residuals of ARIMA is autocorrelated.)
It seems that degree of freedom of the nuber of lag minus the number of parameter
estimated used in many study.
Thanks a lot
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