El 12/10/11 05:37, Muheed Jamaldeen escribió: > Thanks for that Allin. > > > [...] > While we're on the subject, is there a script for a portmanteau test for > auto correlation?
We have the Ljung-Box Q statistic and p-value in the text window of the correlogram command 'corrgm'. -- 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.ea3.ehu.es
