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by matteo.bianchi11
Mon Oct 13, 2014 11:35 am
Forum: Econometric Discussions
Topic: autocorrelation, thesis help please
Replies: 1
Views: 3865

autocorrelation, thesis help please

Hi everybody, I need help for my thesis please. I have a three variables var, with inflation, unemployment rate and interest rate. I have estimeted a 4 lags VAR on the period 1960 - 1979 with quarterly data. If I don't add 2 dummy variables, the residual analysis shows that there is no autocorrelati...
by matteo.bianchi11
Sun Sep 21, 2014 2:24 am
Forum: Econometric Discussions
Topic: autocorrelation tests
Replies: 0
Views: 3639

autocorrelation tests

Hi everybody, I have a question about residual autocorrelation tests on eviews 8 student version. I estimated a var model, and I'd like to test residual autocorrelation, which test do I have to choose on Eviews? Portmanteau or LM test? I obtain very different results to one to each other, below the ...

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