Mirko, It's the "usual stuff" in the sense that a low p-value is evidence against the null, so in your case you'd reject the iid null. PS ________________________________________ From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] on behalf of mastro2387(a)tiscali.it [mastro2387(a)tiscali.it] Sent: Tuesday, May 29, 2012 8:05 AM To: gretl-users(a)lists.wfu.edu Subject: [Gretl-users] interprating Ljung-Box Q-Test Hi everybody, I have a problem to interpret a Ljung-Box Q-test results; is it the usual staff? namely if the P(chi-square) is less than 5% we have to accept i.i.d assumption? Here is the output of the test: Equation 1: Ljung-Box Q' = 57.8787 with p-value = P(Chi-square(5) > 57.8787) = 3.33e-011 Equation 2: Ljung-Box Q' = 54.5922 with p-value = P(Chi-square(5) > 54.5922) = 1.58e-010 Thanks for help Regards, Mirko Invita i tuoi amici e Tiscali ti premia! Il consiglio di un amico vale più di uno spot in TV. Per ogni nuovo abbonato 30 € di premio per te e per lui! Un amico al mese e parli e navighi sempre gratis: http://freelosophy.tiscali.it/ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users