Q-statistics

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mayxanh
Posts: 19
Joined: Sat Feb 12, 2011 12:03 pm

Q-statistics

Postby mayxanh » Sun Feb 13, 2011 1:38 pm

I need to indentify and estimate an ARIMA model for my time series. When I look at the correlograms, sometimes the probabilities for the Q-statistics are not computed from lag 1 upto certain lags. Could someone please tell me what does that mean? The Q-statistics at those lags where probabilites are not calculated are significant or insignificant?


Thank you

strypste
Posts: 53
Joined: Tue Jan 24, 2012 8:54 am

Re: Q-statistics

Postby strypste » Tue Jan 24, 2012 9:02 am

Dear all

I have the same question. Somebody an idea?

s


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