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st: Chi-square test
From
Katia Bobulova <[email protected]>
To
[email protected]
Subject
st: Chi-square test
Date
Wed, 3 Mar 2010 18:54:56 +0000
Dear All,
I am interested in the liners time-series structure of a variable.
I would like to examine the autocorrelation and partial autocorrelation.
I run a regression for the variable of interest with 6 lags:
reg L(1/6).x
and I want to perform a chi-square test to test the hypothesis that
the six autocorrelations are zero.
I know how to test on the residuals, but I should I do in this case?
Any help is really appreciated.
Thanks
Katia
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