On Wed, 2 Mar 2011, Sam Sam wrote: Here is a script that calculates ACF and Q just as gretl does, using the residuals you got: <script> function scalar acf (int k, series y, scalar ybar) scalar num = 0 scalar den = 0 t1 = $t1 t2 = $t2 loop for (t=t1; t<=t2; t++) --quiet z = y[t] - ybar den += z * z if t - k >= t1 num += z * (y[t-k] - ybar) endif endloop return num / den end function function scalar LBQ (series y, int m) scalar ybar = mean(y) scalar T = $nobs scalar LB = 0 # calculate acf up to lag m, cumulating LB loop for (k=1; k<=m; k++) --quiet a = acf(k, y, ybar) LB += a * a / (T - k) endloop LB *= T * (T + 2.0) return LB end function nulldata 5 setobs 12 1980:01 --time-series series uhat2 smpl 1980:02 ; uhat2 = {-5.421687, -0.506024, 1.867470, 1.698795}' # do the calculation manually lb = LBQ(uhat2, 1) lb = LBQ(uhat2, 2) lb = LBQ(uhat2, 3) # compare gretl's built-in function lb = ljungbox(uhat2, 1) lb = ljungbox(uhat2, 2) lb = ljungbox(uhat2, 3) </script> Allin Cottrell