Am 02.08.2012 16:59, schrieb Allin Cottrell:
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.
Ah, I mixed it up. Thanks Allin!

Allin Cottrell
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