[Gretl-users] Ljung-Box Q question [2]

Allin Cottrell cottrell at wfu.edu
Wed Oct 25 17:03:41 EDT 2006


On Wed, 25 Oct 2006, adrian adermon wrote:

> Gretl gives the Ljung-Box Q as 17,5104, while Eviews gives 
> 19,388, and my own calculations gives 19,386, using the formula 
> found in Gujarati's Basic Econometrics, fourt edition, page 813.

Never mind sending the data.  There was a bug in the Ljung-Box 
calculation that accompanies the collelogram, and this is now 
fixed in CVS.

Allin Cottrell



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