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 --------------------------------------------------