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LM Test and Autocorrelation

Posted: Sat Mar 15, 2014 1:10 am
by LeonWalras
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.

Re: LM Test and Autocorrelation

Posted: Sat Mar 15, 2014 8:00 am
by EViews Glenn
From an estimated equation view menu, look at the Residual diagnostic tests. You'll see an entry for the serial correlation LM test.