test for autocorrelation when estimating ARMA model

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forever
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Joined: Fri May 31, 2013 7:22 am

test for autocorrelation when estimating ARMA model

Postby forever » Fri Dec 06, 2013 4:12 am

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?
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