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lbq

Posted: Sat Nov 15, 2014 11:10 am
by kambizmabdi
hello
i do not speak english well
what s lbq?
what s nr2?
how do i tes lbq?
how do i test nr2?
thank you very much

Re: lbq

Posted: Mon Nov 17, 2014 5:34 am
by trubador
LBQ -> Ljung-Box Q statistic -> http://en.wikipedia.org/wiki/Ljung%E2%80%93Box_test
nr2 -> n*R2 -> number of observations x R-squared

You can search through EViews' help system to learn more about how to run these in EViews.