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Thank you vary much，strypste :)

Dear strypste： I find the two test ways are conflicted in my equation,now I think the first way is correct when you fit a ARIMA model,such as what have done in "Forecasting the Volatility of Philippine Inflation using GARCH Models". Do you agree with me? As to your question(viewtopic.php?f...

Generally，we can test the autocorrelation of our equation by clicking view -> Residual diagnostics -> Correlogram - Q-statistic, if one can do it by clicking Proc/make residual series and then clicking view/correlogram？I have found their results are different,anyone knows why?

Hi，strypste，could one can test the autocorrelation by clicking Proc/make residual series and then clicking view/correlogram？which one is standard？

I am doing the serial correlation test,but the results show NA in P-value,anyone knows？