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Dear EViews Gareth and startz,

Thank you for your patient and clarification!
Without an intercept, the result of my code is different from Eviews output (this is clarified by Gareth). By including an intercept, the results are the same. I really appreciate your help!

Thank you for your explanation. I apologized that I had a mistake in the code I uploaded to you. I didn't include rhk(-1) as regressor in the restricted regression. I did the test again with res_hk as dependent variable and compare to the Eviews output with the same setting. The LM test results are ...

I confirm the regressors in the auxiliary regression is correct as per the attached code. I am new to the programming of Eviews. My intention was to conduct LM test for lag order from 1 to 6, so I use the for loop. In the attached code, the @nan could not be used with lag order, so I generate 6 resi...

oh yes, I can use res_hk=@nan(res_hk,0) before I start the auxiliary regression. However, the LM statistic I calculate is -2.19454689477568, not matching to the Eviews result. Could you help have a look? If possible, could you show the source code of LM test of Eviews to me so that I can figure it o...

Without the full program it is hard to say, but you need to set your residual series to zero for any observations prior to the estimation sample. Thank you! Attached please see the workfile and the full program. To set the prior residual into zero, I used command X=@nan(X,0). But it could not work ...

Check the User Guide discussion relating to pre-sample values of the residuals. Thank you for your reply! I have read the Eviews help for several times. Is that "EViews sets any presample values of the residuals to 0" what you mean? In this case, could you help suggest how to modify my co...

Hi, I used Eviews programming to calculate the LM test statistics for residual serial correlation. The result I calculated is different from the one provided by Eviews function. Could you please help explain to me the problem? Is it possible to find the source code of the LM test of Eviews? rhk, rsh...