Degrees of Freedom
Posted: Tue Sep 13, 2011 5:36 am
I am aware that I can do this in eviews, but i wanted to check how do i actually decide the degrees of freedom when doing a chi square test.
i have a very simply mean equation of Returns = Constant + Residuals of conditional mean
The variance equation is more complex and I have 6158 observations, So is my degrees of freedom n-1 i.e. 6157?
I guess not but Im not certain, would someone be able to help, Im sure its a simple answer!
i have a very simply mean equation of Returns = Constant + Residuals of conditional mean
The variance equation is more complex and I have 6158 observations, So is my degrees of freedom n-1 i.e. 6157?
I guess not but Im not certain, would someone be able to help, Im sure its a simple answer!