LM Test and Autocorrelation

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LeonWalras
Posts: 17
Joined: Fri Mar 14, 2014 12:44 pm

LM Test and Autocorrelation

Postby LeonWalras » Sat Mar 15, 2014 1:10 am

Hello all,

As some of you will be aware, I am new to eViews so I am still trying to get the gist of it. A question I wanted to ask for today is that how does one calculate the LM test for autocorrelation on eViews for a residual series?

Thank you very much in advance for your help.
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: LM Test and Autocorrelation

Postby EViews Glenn » Sat Mar 15, 2014 8:00 am

From an estimated equation view menu, look at the Residual diagnostic tests. You'll see an entry for the serial correlation LM test.
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