Q-statistics
Posted: 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
Thank you