5:01 p.m.
In the current Windows snapshot I'm experimenting with an
update of the GTK runtime files, from version 2.16 to version
2.24. I've done a little testing and it seems OK, but I'd be
grateful if Windows users could try the snapshot and let me
know if anything seems broken.
Allin Cottrell
12:57 p.m.
Em 28 de julho de 2012 Allin escreveu:
In the current Windows snapshot I'm experimenting with an
update of the GTK runtime files, from version 2.16 to version
2.24. I've done a little testing and it seems OK, but I'd be
grateful if Windows users could try the snapshot and let me
know if anything seems broken.
Dear Allin, I made some tests here on my Vista PC and Gretl
worked just fine.
Best regards,
Henrique Andrade*
*
1:04 p.m.
On Mon, 30 Jul 2012, Henrique Andrade wrote:
Em 28 de julho de 2012 Allin escreveu:
In the current Windows snapshot I'm experimenting with an
> update of the GTK runtime files, from version 2.16 to version
> 2.24. I've done a little testing and it seems OK, but I'd be
> grateful if Windows users could try the snapshot and let me
> know if anything seems broken.
>
Dear Allin, I made some tests here on my Vista PC and Gretl
worked just fine.
Thanks, Henrique, that's good to know.
Allin Cottrell
7:53 a.m.
Hi Allin,
I did not encounter any error yet.
Leon
Am 30.07.2012 15:04, schrieb Allin Cottrell:
On Mon, 30 Jul 2012, Henrique Andrade wrote:
> Em 28 de julho de 2012 Allin escreveu:
>
> In the current Windows snapshot I'm experimenting with an
>> update of the GTK runtime files, from version 2.16 to version
>> 2.24. I've done a little testing and it seems OK, but I'd be
>> grateful if Windows users could try the snapshot and let me
>> know if anything seems broken.
>>
> Dear Allin, I made some tests here on my Vista PC and Gretl
> worked just fine.
Thanks, Henrique, that's good to know.
Allin Cottrell
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1:15 p.m.
On Wed, 1 Aug 2012, Pindar wrote:
Hi Allin,
I did not encounter any error yet.
Thanks, it sounds like we're OK. We're not actually making use
of many features of GTK that are new between versions 2.16 and
2.24, but I gather that the latter contains a fair number of
bug-fixes. So unless I hear of any show-stoppers the Windows
version of gretl 1.9.10 will ship with GTK 2.24.
Allin Cottrell
8:03 a.m.
Dear Allin,
Nothing wrong on Windows 7. I'll keep testing during the weekend
Best,
Artur
Em 28 de julho de 2012 Allin escreveu:
In the current Windows snapshot I'm experimenting with an
update of the GTK runtime files, from version 2.16 to version
2.24. I've done a little testing and it seems OK, but I'd be
grateful if Windows users could try the snapshot and let me
know if anything seems broken.
Dear Allin, I made some tests here on my Vista PC and Gretl
worked just fine.
Best regards,
Henrique Andrade*
*
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
1:39 p.m.
New subject: serial correlation test
Hi all! Can someone help me interpret this serial correlation test output?
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
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1:55 p.m.
New subject: serial correlation test
Hi Alessia,
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. The critical value is 0,710723 with
alpha=0,05 - use GRETL to verify that ;-)
Cheers
Leon
Am 02.08.2012 15:39, schrieb Alessia Via:
Hi all! Can someone help me interpret this serial correlation test
output?
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
----------------------------------------------------------------
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esclusivamente indirizzate al destinatario indicato (oppure alla persona responsabile di
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2:06 p.m.
New subject: serial correlation test
Thanks!!!
;)
Def. Quota Pindar <pindar777(a)googlemail.com>:
Hi Alessia,
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. The critical value is 0,710723
with alpha=0,05 - use GRETL to verify that ;-)
Cheers
Leon
Am 02.08.2012 15:39, schrieb Alessia Via:
> Hi all! Can someone help me interpret this serial correlation test output?
> 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
>
>
> ----------------------------------------------------------------
> This message was sent using IMP, the Internet Messaging Program.
>
>
>
>
>
> **** Riservatezza / Confidentiality ****
> In ottemperanza al D.Lgs. n. 196 del 30/6/2003 in materia di
> protezione dei dati personali, le informazioni contenute in questo
> messaggio sono strettamente riservate ed esclusivamente indirizzate
> al destinatario indicato (oppure alla persona responsabile di
> rimetterlo al destinatario). Vogliate tener presente che qualsiasi
> uso, riproduzione o divulgazione di questo messaggio e' vietato.
> Nel caso in cui aveste ricevuto questo messaggio per errore,
> vogliate cortesemente avvertire il mittente e distruggere il
> presente messaggio.
>
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esclusivamente indirizzate al destinatario indicato (oppure alla persona responsabile di
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2:59 p.m.
New subject: serial correlation test
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.
Allin Cottrell
3:39 p.m.
New subject: serial correlation test
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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Gretl-users(a)lists.wfu.edu
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9:35 p.m.
New subject: serial correlation test
Thank you!!!
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??
Thanks again!
Def. Quota Pindar <pindar777(a)googlemail.com>:
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
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
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10:13 p.m.
New subject: 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
8:18 p.m.
New subject: serial correlation test
Am 03.08.2012 00:13, schrieb Allin Cottrell:
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).
Then we have to inform Prof. Enders that in at least the 2.
edition of
his book "Applied econometric time series" he is wrong by writing this.
See my correction to Pindar's posting at
http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html
Allin Cottrell
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8:41 p.m.
New subject: serial correlation test
Enders (3rd ed., p. 70): "Under the null hypothesis that all values of [the sample
autocorrelations] = 0, Q is asymptotically chi-squared...If the calculated value of Q
exceeds the appropriate value in a chi-squared table, we can reject the null of no
significant autocorrelations."
So Enders actually states 2 versions of the null. At any rate, I'd argue that the word
'significant' should apply to the results of the test, not to the hypothesis being
tested. Otherwise, the distribution of the statistic under the null would depend on the
significance level of the test, right?
I'd score this Allin 1, Enders 0. Now back to what I should be working on...
PS
From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On
Behalf Of Pindar
Sent: Friday, August 03, 2012 4:18 PM
To: Gretl list
Subject: Re: [Gretl-users] serial correlation test
Am 03.08.2012 00:13, schrieb Allin Cottrell:
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).
Then we have to inform Prof. Enders that in at least the 2. edition of his book
"Applied econometric time series" he is wrong by writing this.
See my correction to Pindar's posting at
http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html
Allin Cottrell
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11:31 a.m.
New subject: serial correlation test
On Fri, 3 Aug 2012, Summers, Peter wrote:
Enders (3rd ed., p. 70): "Under the null hypothesis that all
values of
[the sample autocorrelations] = 0, Q is asymptotically chi-squared...If
the calculated value of Q exceeds the appropriate value in a chi-squared
table, we can reject the null of no significant autocorrelations."
That's a nice piece of applied economics jargon. Most applied economists
tend to think of the adjectives "non-zero" and "significant" as
perfectly
interchangeable. Of course, this makes anybody with a decent grasp of
statistics cringe, but that doesn't seem to bother economists.
--------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
--------------------------------------------------
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15 comments
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participants (7)
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ab.news -
Alessia Via -
Allin Cottrell -
Henrique Andrade -
Pindar -
Riccardo (Jack) Lucchetti -
Summers, Peter