Re: [Gretl-users] Discrepancy in autocorrelation tests?
El 12/10/11 05:37, Muheed Jamaldeen escribió:
Thanks for that Allin.
[...]
While we're on the subject, is there a script for a portmanteau test for
auto correlation?
We have the Ljung-Box Q statistic and p-value in the text window of the
correlogram command 'corrgm'.
--
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