Dear all:
I run ARIMA(1,0,1) by conditional maximum likelyhood.
the residual is :
table1:
uhat2
1980:01
1980:02 -5.421687
1980:03 -0.506024
1980:04 1.867470
1980:05 1.698795
I choose the options /Graphs/--/Risidual correlogram/
output of Residual autocorrelation function shows:
table2:
LAG ACF PACF Q-stat. [p-value]
1 0.1567 0.1567 0.1964 [0.658]
2 -0.3373 -0.3710 1.5619 [0.458]
3 -0.3194 -0.2244 4.0097 [0.260]
I caucualte Q-statistic by the formulation of Ljung-Box statistc from table1,
but the values I cauculate by myself seem not equal to the values of table2 (0.1964, 1.5619, and 4.0097)
Maybe I mistake somewhere.
This question puzzles me.