Re: [Gretl-users] serial correlation test
On Thu, 2 Aug 2012, Alessia Via wrote:
So, in this case:
Equation 1:
Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) > 0,67263) = 0,955
Equation 2:
Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) > 1,25278) = 0,869
Equation 3:
Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) > 0,0826623) = 0,999
I have to reject the null of non significant correlation for eq. 2??
No. the p-value of 0.869 means that you are nowhere near rejecting
the null hypothesis (which, by the way, states that there is no
autocorrelation, not that there is no "significant"
autocorrelation).
See my correction to Pindar's posting at
http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html
Allin Cottrell