Is this white noise？

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forever12
Posts: 12
Joined: Sat Jun 01, 2013 3:54 am

Is this white noise？

Postby forever12 » Sat Jun 01, 2013 9:05 pm

I am running a ADF test in Eviews，the results like the attachment(I(1))，but i don't decide the p and q value for ARMA model？Anyone knows? Is this white noise? How to judge the white noise series in Eviews? I would greatly appreciate the help. :oops: :oops: :oops:
Attachments
123.jpg
the results
123.jpg (75.12 KiB) Viewed 6016 times
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jason_ll
Posts: 43
Joined: Thu Sep 01, 2011 11:38 am

Re: Is this white noise？

Postby jason_ll » Tue Jun 04, 2013 9:03 am

It doesn't seem white noise. You can tell because the numbers in the "probability" column are so tiny after the second lag...

Typically, white noise should show higher numbers in the column.
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forever12
Posts: 12
Joined: Sat Jun 01, 2013 3:54 am

Re: Is this white noise？

Postby forever12 » Wed Jun 05, 2013 12:32 am

It doesn't seem white noise. You can tell because the numbers in the "probability" column are so tiny after the second lag...

Typically, white noise should show higher numbers in the column.
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