Re: [Gretl-users] serial correlation test
On Thu, 2 Aug 2012, Pindar wrote:
in general the test on serial correlation using the Q-statistic has
the null
hypothesis of "No significant autocorrelations" (up to the lags used for the
test, which here are 4)
Hence, each p-value indicates that there is no serial correlation since you
cannot reject the null.
All fine.
The critical value is 0,710723 with alpha=0,05 - use GRETL
to verify that ;-)
That's actually the value for alpha = 0.95. The 5 percent
critical value for chi-square(4) is 9.48773, via gretl's
statistical tables.
Allin Cottrell