Re: [Gretl-users] Discrepancy in autocorrelation tests?
On Thu, 13 Oct 2011, Ignacio Diaz-Emparanza wrote:
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'.
There's also the corresponding ljungbox() function.
Allin Cottrell