Re: [Gretl-users] Ljung-Box Q question [2]
On Wed, October 25, 2006 23:03, Allin Cottrell wrote:
On Wed, 25 Oct 2006, adrian adermon wrote:
> Gretl gives the Ljung-Box Q as 17,5104, while Eviews gives
> 19,388, and my own calculations gives 19,386, using the formula
> found in Gujarati's Basic Econometrics, fourt edition, page 813.
Never mind sending the data. There was a bug in the Ljung-Box
calculation that accompanies the collelogram, and this is now
fixed in CVS.
My fault. Sorry. Thanks for fixing it, I was just about to.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona