El Sunday 30 March 2008 16:41:43 Thomas La Bone escribió: If you use OLS, in the model output window you can select /Tests/Autocorrelation and you will have the Ljung-Box Q statistic in the last line. Also, if you right-clik over a time series and select "correlogram" (or selecting Variable/correlogram in the menu, or using the command "corrgm" in a gretl console), after selecting a maximum lag, two windows appear, one with the graphs and the other one is a text window with the values of the simple and partial correlation coefficients. In this second window, there are five columns: LAG, ACF, PACF, Q-stat. and p-value. The fourth column contains the Q-statistics of Box-Pierce. The k-th element in this column contains the Q-stat for the joint hipotesis that rho_1=...=rho_k=0. The manual says it is the Box-Pierce statistic. The Ljung-Box and Box-Pierce Statistics are asymptotically equivalent. Both of them are not Chi-square in small samples, but the Ljung-Box statistic has a correction that makes it closer to the Chi-square (I think gretl should use it in the correlogram output). -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.et.bs.ehu.es