LM test for serial correlation
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LM test for serial correlation
in EViews 12, the LM test for serial correlation gives the output statistic "LRE* stat". What does this stand for?
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Re: LM test for serial correlation
eviewsuser2000 wrote:in EViews 12, the LM test for serial correlation gives the output statistic "LRE* stat". What does this stand for?
Gareth: Probably "the LRE statistic is the Edgeworth expansion correction form of the LM test" according to double super secret information from an insider at EViews.
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Re: LM test for serial correlation
Thank you for your replies.
So the LRE* stat it is essentially the LM stat?
I have included an image of the test output
So the LRE* stat it is essentially the LM stat?
I have included an image of the test output
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