command for residual correlogram and Q-statistics
Posted: Wed Sep 10, 2014 12:46 pm
Hello everyone,
I run an OLS regression:
where x and y are time series, and c is just a constant.
I wanna refer to the correlogram and Q-statistics using commands (instead of looking into it interactively), would you please help me? Thanks a lot.
Best,
Kenshiro
I run an OLS regression:
Code: Select all
equation eq01.ls y x c
eq01.correl(4)
I wanna refer to the correlogram and Q-statistics using commands (instead of looking into it interactively), would you please help me? Thanks a lot.
Best,
Kenshiro