How do you test for white noise

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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Siebe
Posts: 2
Joined: Tue Nov 02, 2010 5:37 am

How do you test for white noise

Postby Siebe » Sat Nov 06, 2010 3:53 am

I'm a new user of eviews,

I want to use a correlogram (of dlog(gdp)) to test whether the series is white noise. to specify an appropriate arma model afterwards.
how do I do this.

I use ev6

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: How do you test for white noise

Postby startz » Sat Nov 06, 2010 7:55 am

open the series and View/Correlogram

mirandashrom
Posts: 1
Joined: Mon Aug 19, 2013 5:58 am

Re: How do you test for white noise

Postby mirandashrom » Mon Aug 19, 2013 6:11 am

If you want to test for white noise residuals after regression you should go to VIEW,RESIDUALS DIAGNOSTICS,CORRELOGRAM_Q_STATISTICS;
A screen shot of residual correlograme appear
If p-value(Prob) of residuals are all>0,05 so the residuals are white noise.


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