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How do you test for white noise

Posted: Sat Nov 06, 2010 3:53 am
by Siebe
I'm a new user of eviews,

I want to use a correlogram (of dlog(gdp)) to test whether the series is white noise. to specify an appropriate arma model afterwards.
how do I do this.

I use ev6

Re: How do you test for white noise

Posted: Sat Nov 06, 2010 7:55 am
by startz
open the series and View/Correlogram

Re: How do you test for white noise

Posted: Mon Aug 19, 2013 6:11 am
by mirandashrom
If you want to test for white noise residuals after regression you should go to VIEW,RESIDUALS DIAGNOSTICS,CORRELOGRAM_Q_STATISTICS;
A screen shot of residual correlograme appear
If p-value(Prob) of residuals are all>0,05 so the residuals are white noise.