Question about AR Processes

[Ynwe]

So I want to check if my equation has autocorrelation. So I type in AR(1) into the equation. But it also gives me a SIQMASQ variable out. Why does it do this? I remember in the past it didn't do this also the method is changed to a Method: ARMA Maximum Likelihood (OPG - BHHH)


Can't I just use my OLS Regression and add an AR term with it?

[startz]

SIGMASQ is the estimated variance of the innovations to the error process.

[Ynwe]

is this a new feature in eviews 9? can remember seeing it in eviews 8

[startz]

Yes, it's new.

[guiri]

please , i am working on prices indexes and i am trying to do the Ljung Box and ARCH tests, i have tetsted them with EVIEWS , i have written the steps to test it and the interpretation. I just want to know if my demarche is correct ?? because i should repeat this demarche with other 10 indexs! thanks a lot