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Is this white noise?

Posted: Sat Jun 01, 2013 9:05 pm
by forever12
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:

Re: Is this white noise?

Posted: Tue Jun 04, 2013 9:03 am
by jason_ll
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.

Re: Is this white noise?

Posted: Wed Jun 05, 2013 12:32 am
by forever12
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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