No value in front of 1-4 lags

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
forever12
Posts: 12
Joined: Sat Jun 01, 2013 3:54 am

No value in front of 1-4 lags

Postby forever12 » Wed Dec 10, 2014 9:34 am

Hell all,

I was trying to test an ARCH effect for an ARIMA model using Correlogram Squared Residuals, but I found that there was no p-value in front of 1-4 lags,why? I am very worried about it.
Attachments
12.jpg
Correlogram of Residuals Squared
12.jpg (40.05 KiB) Viewed 3583 times
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: No value in front of 1-4 lags

Postby EViews Gareth » Wed Dec 10, 2014 9:48 am

The DoF for the p-values are corrected to include the ARMA terms in the original estimation. This means that the p-values for the first 4 lags (if you have 4 ARMA terms) cannot be calculated. It is nothing to worry about.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests