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
How do you test for white noise
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startz
- Non-normality and collinearity are NOT problems!
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Re: How do you test for white noise
open the series and View/Correlogram
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mirandashrom
- Posts: 1
- Joined: Mon Aug 19, 2013 5:58 am
Re: How do you test for white noise
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.
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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