Allin Cottrell | 28 Jul 2012 19:01
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Windows snapshot

In the current Windows snapshot I'm experimenting with an 
update of the GTK runtime files, from version 2.16 to version 
2.24. I've done a little testing and it seems OK, but I'd be 
grateful if Windows users could try the snapshot and let me 
know if anything seems broken.

Allin Cottrell
Henrique Andrade | 30 Jul 2012 14:57
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Re: Windows snapshot

Em 28 de julho de 2012 Allin escreveu:

In the current Windows snapshot I'm experimenting with an
update of the GTK runtime files, from version 2.16 to version
2.24. I've done a little testing and it seems OK, but I'd be
grateful if Windows users could try the snapshot and let me
know if anything seems broken.

Dear Allin, I made some tests here on my Vista PC and Gretl
worked just fine.

Best regards,
Henrique Andrade

<div>
<div class="gmail_quote">Em 28 de julho de 2012 Allin escreveu:<br><br><span dir="ltr"></span><blockquote class="gmail_quote">In the current Windows snapshot I'm experimenting with an<br>

update of the GTK runtime files, from version 2.16 to version<br>
2.24. I've done a little testing and it seems OK, but I'd be<br>
grateful if Windows users could try the snapshot and let me<br>
know if anything seems broken.<br>
</blockquote>
<div>
<br>Dear Allin, I made some tests here on my Vista PC and Gretl<br>worked just fine.<br><br>Best regards,<br>
</div>
</div>Henrique Andrade<br><br>
</div>
Allin Cottrell | 30 Jul 2012 15:04
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Re: Windows snapshot

On Mon, 30 Jul 2012, Henrique Andrade wrote:

> Em 28 de julho de 2012 Allin escreveu:
>
> In the current Windows snapshot I'm experimenting with an
>> update of the GTK runtime files, from version 2.16 to version
>> 2.24. I've done a little testing and it seems OK, but I'd be
>> grateful if Windows users could try the snapshot and let me
>> know if anything seems broken.
>>
>
> Dear Allin, I made some tests here on my Vista PC and Gretl
> worked just fine.

Thanks, Henrique, that's good to know.

Allin Cottrell
Pindar | 1 Aug 2012 09:53

Re: Windows snapshot

Hi Allin,

I did not encounter any error yet.

Leon

Am 30.07.2012 15:04, schrieb Allin Cottrell:
On Mon, 30 Jul 2012, Henrique Andrade wrote:
Em 28 de julho de 2012 Allin escreveu: In the current Windows snapshot I'm experimenting with an
update of the GTK runtime files, from version 2.16 to version 2.24. I've done a little testing and it seems OK, but I'd be grateful if Windows users could try the snapshot and let me know if anything seems broken.
Dear Allin, I made some tests here on my Vista PC and Gretl worked just fine.
Thanks, Henrique, that's good to know. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org http://lists.wfu.edu/mailman/listinfo/gretl-users

<div>
    <div class="moz-cite-prefix">Hi Allin,<br><br>
      I did not encounter any error yet.<br><br>
      Leon<br><br>
      Am 30.07.2012 15:04, schrieb Allin Cottrell:<br>
</div>
    <blockquote cite="mid:alpine.LNX.2.01.1207300903470.493@..." type="cite">
      On Mon, 30 Jul 2012, Henrique Andrade wrote:

      <blockquote type="cite">
        Em 28 de julho de 2012 Allin escreveu:

In the current Windows snapshot I'm experimenting with an

        <blockquote type="cite">
          update of the GTK runtime files, from version 2.16 to version
2.24. I've done a little testing and it seems OK, but I'd be
grateful if Windows users could try the snapshot and let me
know if anything seems broken.

        </blockquote>

Dear Allin, I made some tests here on my Vista PC and Gretl
worked just fine.

      </blockquote>

Thanks, Henrique, that's good to know.

Allin Cottrell
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<a class="moz-txt-link-abbreviated" href="mailto:Gretl-users@...">Gretl-users@...</a>
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    </blockquote>
    <br>
</div>
Allin Cottrell | 1 Aug 2012 15:15
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Re: Windows snapshot

On Wed, 1 Aug 2012, Pindar wrote:

> Hi Allin,
>
> I did not encounter any error yet.

Thanks, it sounds like we're OK. We're not actually making use 
of many features of GTK that are new between versions 2.16 and 
2.24, but I gather that the latter contains a fair number of 
bug-fixes. So unless I hear of any show-stoppers the Windows 
version of gretl 1.9.10 will ship with GTK 2.24.

Allin Cottrell

ab.news | 1 Aug 2012 10:03
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Re: Windows snapshot

Dear Allin,
Nothing wrong on Windows 7. I'll keep testing during the weekend
Best,
Artur

Em 28 de julho de 2012 Allin escreveu:

In the current Windows snapshot I'm experimenting with an
update of the GTK runtime files, from version 2.16 to version
2.24. I've done a little testing and it seems OK, but I'd be
grateful if Windows users could try the snapshot and let me
know if anything seems broken.

Dear Allin, I made some tests here on my Vista PC and Gretl
worked just fine.

Best regards,
Henrique Andrade



_______________________________________________ Gretl-users mailing list Gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org http://lists.wfu.edu/mailman/listinfo/gretl-users

<div>
    <div class="moz-cite-prefix">Dear Allin,<br>
      Nothing wrong on Windows 7. I'll keep testing during the weekend<br>
      Best,<br>
      Artur<br><br>
</div>
    <blockquote cite="mid:CAP04dh4bMYsfuxj6E076GXi5GMnzDbNLoHGcEwL2=jgLWunXOQ@..." type="cite">
      <div class="gmail_quote">Em 28 de julho de 2012 Allin escreveu:<br><br><span dir="ltr"></span>
        <blockquote class="gmail_quote">In the
          current Windows snapshot I'm experimenting with an<br>
          update of the GTK runtime files, from version 2.16 to version<br>
          2.24. I've done a little testing and it seems OK, but I'd be<br>
          grateful if Windows users could try the snapshot and let me<br>
          know if anything seems broken.<br>
</blockquote>
        <div>
<br>
          Dear Allin, I made some tests here on my Vista PC and Gretl<br>
          worked just fine.<br><br>
          Best regards,<br>
</div>
      </div>
      Henrique Andrade<br><br><br><br>_______________________________________________
Gretl-users mailing list
<a class="moz-txt-link-abbreviated" href="mailto:Gretl-users@...">Gretl-users@...</a>
<a class="moz-txt-link-freetext" href="http://lists.wfu.edu/mailman/listinfo/gretl-users">http://lists.wfu.edu/mailman/listinfo/gretl-users</a>
    </blockquote>
    <br>
</div>
Alessia Via | 2 Aug 2012 15:39
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serial correlation test

Hi all! Can someone help me interpret this serial correlation test output?
Equation 1:
Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) > 0,67263) = 0,955

Equation  2:
Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) > 1,25278) = 0,869

Equation  3:
Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) > 0,0826623) = 0,999

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Pindar | 2 Aug 2012 15:55

Re: serial correlation test

Hi Alessia,

in general the test on serial correlation using the Q-statistic has the null hypothesis of "No significant autocorrelations" (up to the lags used for the test, which here are 4)
Hence, each p-value indicates that there is no serial correlation since you cannot reject the null. The critical value is 0,710723 with alpha=0,05 - use GRETL to verify that ;-)

Cheers
Leon

Am 02.08.2012 15:39, schrieb Alessia Via:
Hi all! Can someone help me interpret this serial correlation test output? Equation 1: Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) > 0,67263) = 0,955 Equation 2: Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) > 1,25278) = 0,869 Equation 3: Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) > 0,0826623) = 0,999 ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program. **** Riservatezza / Confidentiality **** In ottemperanza al D.Lgs. n. 196 del 30/6/2003 in materia di protezione dei dati personali, le informazioni contenute in questo messaggio sono strettamente riservate ed esclusivamente indirizzate al destinatario indicato (oppure alla persona responsabile di rimetterlo al destinatario). Vogliate tener presente che qualsiasi uso, riproduzione o divulgazione di questo messaggio e' vietato. Nel caso in cui aveste ricevuto questo messaggio per errore, vogliate cortesemente avvertire il mittente e distruggere il presente messaggio. _______________________________________________ Gretl-users mailing list Gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org http://lists.wfu.edu/mailman/listinfo/gretl-users

<div>
    <div class="moz-cite-prefix">Hi Alessia,<br><br>
      in general the test on serial correlation using the Q-statistic
      has the null hypothesis of "No significant autocorrelations" (up
      to the lags used for the test, which here are 4)<br>
      Hence, each p-value indicates that there is no serial correlation
      since you cannot reject the null. The critical value is 0,710723
      with alpha=0,05 - use GRETL to verify that ;-)<br><br>
      Cheers<br>
      Leon<br><br>
      Am 02.08.2012 15:39, schrieb Alessia Via:<br>
</div>
    <blockquote cite="mid:3853_1343914790_501A8326_3853_3309_1_20120802153948.14502empji9yyedc@..." type="cite">
      Hi all! Can someone help me interpret this serial correlation test output?
Equation 1:
Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) &gt; 0,67263) = 0,955

Equation  2:
Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) &gt; 1,25278) = 0,869

Equation  3:
Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) &gt; 0,0826623) = 0,999

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    </blockquote>
    <br>
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Alessia Via | 2 Aug 2012 16:06
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Re: serial correlation test

Thanks!!!
;)

Def. Quota Pindar <pindar777@...>:

> Hi Alessia,
>
> in general the test on serial correlation using the Q-statistic has  
> the null hypothesis of "No significant autocorrelations" (up to the  
> lags used for the test, which here are 4)
> Hence, each p-value indicates that there is no serial correlation  
> since you cannot reject the null. The critical value is 0,710723  
> with alpha=0,05 - use GRETL to verify that ;-)
>
> Cheers
> Leon
>
> Am 02.08.2012 15:39, schrieb Alessia Via:
>> Hi all! Can someone help me interpret this serial correlation test output?
>> Equation 1:
>> Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) > 0,67263) = 0,955
>>
>> Equation  2:
>> Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) > 1,25278) = 0,869
>>
>> Equation  3:
>> Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) > 0,0826623) = 0,999
>>
>>
>> ----------------------------------------------------------------
>> This message was sent using IMP, the Internet Messaging Program.
>>
>>
>>
>>
>>
>> **** Riservatezza / Confidentiality ****
>> In ottemperanza al D.Lgs. n. 196 del 30/6/2003 in materia di  
>> protezione dei dati personali, le informazioni contenute in questo  
>> messaggio sono strettamente riservate ed esclusivamente indirizzate  
>> al destinatario indicato (oppure alla persona responsabile di   
>> rimetterlo al destinatario). Vogliate tener presente che qualsiasi  
>> uso, riproduzione o divulgazione di questo messaggio e' vietato.  
>> Nel caso in cui aveste ricevuto questo messaggio per errore,  
>> vogliate cortesemente avvertire il mittente e distruggere il  
>> presente  messaggio.
>>
>> _______________________________________________
>> Gretl-users mailing list
>> Gretl-users@...
>> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
>

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Allin Cottrell | 2 Aug 2012 16:59
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Re: serial correlation test

On Thu, 2 Aug 2012, Pindar wrote:

> in general the test on serial correlation using the Q-statistic has the null 
> hypothesis of "No significant autocorrelations" (up to the lags used for the 
> test, which here are 4)
> Hence, each p-value indicates that there is no serial correlation since you 
> cannot reject the null.

All fine.

> The critical value is 0,710723 with alpha=0,05 - use GRETL 
> to verify that ;-)

That's actually the value for alpha = 0.95. The 5 percent 
critical value for chi-square(4) is 9.48773, via gretl's
statistical tables.

Allin Cottrell
Pindar | 2 Aug 2012 17:39

Re: serial correlation test

Am 02.08.2012 16:59, schrieb Allin Cottrell:
On Thu, 2 Aug 2012, Pindar wrote:
in general the test on serial correlation using the Q-statistic has the null hypothesis of "No significant autocorrelations" (up to the lags used for the test, which here are 4) Hence, each p-value indicates that there is no serial correlation since you cannot reject the null.
All fine.
The critical value is 0,710723 with alpha=0,05 - use GRETL to verify that ;-)
That's actually the value for alpha = 0.95. The 5 percent critical value for chi-square(4) is 9.48773, via gretl's statistical tables.
Ah, I mixed it up. Thanks Allin!
Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org http://lists.wfu.edu/mailman/listinfo/gretl-users

<div>
    <div class="moz-cite-prefix">Am 02.08.2012 16:59, schrieb Allin
      Cottrell:<br>
</div>
    <blockquote cite="mid:alpine.LNX.2.01.1208021057460.2418@..." type="cite">
      On Thu, 2 Aug 2012, Pindar wrote:

      <blockquote type="cite">
        in general the test on serial correlation using the Q-statistic has the null 
hypothesis of "No significant autocorrelations" (up to the lags used for the 
test, which here are 4)
Hence, each p-value indicates that there is no serial correlation since you 
cannot reject the null.

      </blockquote>

All fine.

      <blockquote type="cite">
        The critical value is 0,710723 with alpha=0,05 - use GRETL 
to verify that ;-)

      </blockquote>

That's actually the value for alpha = 0.95. The 5 percent 
critical value for chi-square(4) is 9.48773, via gretl's
statistical tables.
    </blockquote>
    Ah, I mixed it up. Thanks Allin!<br><blockquote cite="mid:alpine.LNX.2.01.1208021057460.2418@..." type="cite">

Allin Cottrell
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    <br>
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Alessia Via | 2 Aug 2012 23:35
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Re: serial correlation test

Thank you!!!
So, in this case:
  Equation 1:
  Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) > 0,67263) = 0,955

Equation  2:
  Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) > 1,25278) = 0,869

Equation  3:
  Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) > 0,0826623) = 0,999

I have to reject the null of non significant correlation for eq. 2??
Thanks again!

Def. Quota Pindar <pindar777@...>:

> Am 02.08.2012 16:59, schrieb Allin Cottrell:
>> On Thu, 2 Aug 2012, Pindar wrote:
>>
>>> in general the test on serial correlation using the Q-statistic  
>>> has the null
>>> hypothesis of "No significant autocorrelations" (up to the lags  
>>> used for the
>>> test, which here are 4)
>>> Hence, each p-value indicates that there is no serial correlation since you
>>> cannot reject the null.
>> All fine.
>>
>>> The critical value is 0,710723 with alpha=0,05 - use GRETL
>>> to verify that ;-)
>> That's actually the value for alpha = 0.95. The 5 percent
>> critical value for chi-square(4) is 9.48773, via gretl's
>> statistical tables.
> Ah, I mixed it up. Thanks Allin!
>>
>> Allin Cottrell
>> _______________________________________________
>> Gretl-users mailing list
>> Gretl-users@...
>> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
>

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Allin Cottrell | 3 Aug 2012 00:13
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Re: serial correlation test

On Thu, 2 Aug 2012, Alessia Via wrote:

> So, in this case:
>  Equation 1:
>  Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) > 0,67263) = 0,955
>
> Equation  2:
>  Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) > 1,25278) = 0,869
>
> Equation  3:
>  Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) > 0,0826623) = 0,999
>
> I have to reject the null of non significant correlation for eq. 2??

No. the p-value of 0.869 means that you are nowhere near rejecting 
the null hypothesis (which, by the way, states that there is no 
autocorrelation, not that there is no "significant" 
autocorrelation).

See my correction to Pindar's posting at

http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html

Allin Cottrell

Pindar | 3 Aug 2012 22:18

Re: serial correlation test

Am 03.08.2012 00:13, schrieb Allin Cottrell:
On Thu, 2 Aug 2012, Alessia Via wrote:
So, in this case: Equation 1: Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) > 0,67263) = 0,955 Equation 2: Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) > 1,25278) = 0,869 Equation 3: Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) > 0,0826623) = 0,999 I have to reject the null of non significant correlation for eq. 2??
No. the p-value of 0.869 means that you are nowhere near rejecting the null hypothesis (which, by the way, states that there is no autocorrelation, not that there is no "significant" autocorrelation).
Then we have to inform Prof. Enders that in at least the 2. edition of his book "Applied econometric time series" he is wrong by writing this.
See my correction to Pindar's posting at http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org http://lists.wfu.edu/mailman/listinfo/gretl-users

<div>
    <div class="moz-cite-prefix">Am 03.08.2012 00:13, schrieb Allin
      Cottrell:<br>
</div>
    <blockquote cite="mid:alpine.LFD.2.01.1208021808330.21850 <at> myrtle" type="cite">
      On Thu, 2 Aug 2012, Alessia Via wrote:

      <blockquote type="cite">
        So, in this case:
 Equation 1:
 Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) &gt; 0,67263) = 0,955

Equation  2:
 Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) &gt; 1,25278) = 0,869

Equation  3:
 Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) &gt; 0,0826623) = 0,999

I have to reject the null of non significant correlation for eq. 2??

      </blockquote>

No. the p-value of 0.869 means that you are nowhere near rejecting 
the null hypothesis (which, by the way, states that there is no 
autocorrelation, not that there is no "significant" 
autocorrelation).
    </blockquote>
    Then we have to inform Prof. Enders that in at least the 2. edition
    of his book "Applied econometric time series" he is wrong by writing
    this.<br><blockquote cite="mid:alpine.LFD.2.01.1208021808330.21850 <at> myrtle" type="cite">

See my correction to Pindar's posting at

<a class="moz-txt-link-freetext" href="http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html">http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html</a>

Allin Cottrell

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    </blockquote>
    <br>
</div>
Summers, Peter | 3 Aug 2012 22:41
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Re: serial correlation test

Enders (3rd ed., p. 70): “Under the null hypothesis that all values of [the sample autocorrelations] = 0, Q is asymptotically chi-squared…If the calculated value of Q exceeds the appropriate value in a chi-squared table, we can reject the null of no significant autocorrelations.”

 

So Enders actually states 2 versions of the null. At any rate, I’d argue that the word ‘significant’ should apply to the results of the test, not to the hypothesis being tested. Otherwise, the distribution of the statistic under the null would depend on the significance level of the test, right?

 

I’d score this Allin 1, Enders 0. Now back to what I should be working on…

 

PS

 

From: gretl-users-bounces-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org [mailto:gretl-users-bounces-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org] On Behalf Of Pindar
Sent: Friday, August 03, 2012 4:18 PM
To: Gretl list
Subject: Re: [Gretl-users] serial correlation test

 

Am 03.08.2012 00:13, schrieb Allin Cottrell:

On Thu, 2 Aug 2012, Alessia Via wrote:

 

So, in this case:

Equation 1:

Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) > 0,67263) = 0,955

 

Equation  2:

Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) > 1,25278) = 0,869

 

Equation  3:

Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) > 0,0826623) = 0,999

 

I have to reject the null of non significant correlation for eq. 2??

 

No. the p-value of 0.869 means that you are nowhere near rejecting

the null hypothesis (which, by the way, states that there is no

autocorrelation, not that there is no "significant"

autocorrelation).

Then we have to inform Prof. Enders that in at least the 2. edition of his book "Applied econometric time series" he is wrong by writing this.

 

See my correction to Pindar's posting at

 

http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html

 

Allin Cottrell

 

 

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<div>
<div class="WordSection1">
<p class="MsoNormal"><span>Enders (3rd ed., p. 70): &ldquo;Under the null hypothesis that all values of [the sample autocorrelations] = 0, Q is asymptotically chi-squared&hellip;If the
 calculated value of Q exceeds the appropriate value in a chi-squared table, we can reject the null of no significant autocorrelations.&rdquo;<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span>So Enders actually states 2 versions of the null. At any rate, I&rsquo;d argue that the word &lsquo;significant&rsquo; should apply to the results of the test, not to the hypothesis
 being tested. Otherwise, the distribution of the statistic under the null would depend on the significance level of the test, right?<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span>I&rsquo;d score this Allin 1, Enders 0. Now back to what I should be working on&hellip;<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span>PS
<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<div>
<div>
<p class="MsoNormal"><span>From:</span><span> gretl-users-bounces@... [mailto:gretl-users-bounces@...]
On Behalf Of Pindar<br>Sent: Friday, August 03, 2012 4:18 PM<br>To: Gretl list<br>Subject: Re: [Gretl-users] serial correlation test<p></p></span></p>
</div>
</div>
<p class="MsoNormal"><p>&nbsp;</p></p>
<div>
<p class="MsoNormal">Am 03.08.2012 00:13, schrieb Allin Cottrell:<p></p></p>
</div>
<blockquote>
On Thu, 2 Aug 2012, Alessia Via wrote:<p></p>
<p>&nbsp;</p>
<blockquote>
So, in this case:<p></p>
 Equation 1:<p></p>
 Ljung-Box Q' = 0,67263 with p-value = P(Chi-quadro(4) &gt; 0,67263) = 0,955<p></p>
<p>&nbsp;</p>
Equation&nbsp; 2:<p></p>
 Ljung-Box Q' = 1,25278 with p-value = P(Chi-quadro(4) &gt; 1,25278) = 0,869<p></p>
<p>&nbsp;</p>
Equation&nbsp; 3:<p></p>
 Ljung-Box Q' = 0,0826623 with p-value = P(Chi-quadro(4) &gt; 0,0826623) = 0,999<p></p>
<p>&nbsp;</p>
I have to reject the null of non significant correlation for eq. 2??<p></p>
</blockquote>
<p>&nbsp;</p>
No. the p-value of 0.869 means that you are nowhere near rejecting <p></p>
the null hypothesis (which, by the way, states that there is no <p></p>
autocorrelation, not that there is no "significant" <p></p>
autocorrelation).<p></p>
</blockquote>
<p class="MsoNormal">Then we have to inform Prof. Enders that in at least the 2. edition of his book "Applied econometric time series" he is wrong by writing this.<br><br><p></p></p>
<p>&nbsp;</p>
See my correction to Pindar's posting at<p></p>
<p>&nbsp;</p>
<a href="http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html">http://lists.wfu.edu/pipermail/gretl-users/2012-August/007820.html</a><p></p>
<p>&nbsp;</p>
Allin Cottrell<p></p>
<p>&nbsp;</p>
<p>&nbsp;</p>
_______________________________________________<p></p>
Gretl-users mailing list<p></p>
<a href="mailto:Gretl-users@...">Gretl-users@...</a><p></p>
<a href="http://lists.wfu.edu/mailman/listinfo/gretl-users">http://lists.wfu.edu/mailman/listinfo/gretl-users</a><p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
</div>
</div>
Riccardo (Jack) Lucchetti | 20 Aug 2012 13:31
Picon

Re: serial correlation test

On Fri, 3 Aug 2012, Summers, Peter wrote:

> Enders (3rd ed., p. 70): "Under the null hypothesis that all values of 
> [the sample autocorrelations] = 0, Q is asymptotically chi-squared...If 
> the calculated value of Q exceeds the appropriate value in a chi-squared 
> table, we can reject the null of no significant autocorrelations."

That's a nice piece of applied economics jargon. Most applied economists 
tend to think of the adjectives "non-zero" and "significant" as perfectly 
interchangeable. Of course, this makes anybody with a decent grasp of 
statistics cringe, but that doesn't seem to bother economists.

--------------------------------------------------
  Riccardo (Jack) Lucchetti
  Dipartimento di Economia

  Università Politecnica delle Marche
  (formerly known as Università di Ancona)

  r.lucchetti@...
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
--------------------------------------------------
On Fri, 3 Aug 2012, Summers, Peter wrote:

> Enders (3rd ed., p. 70): "Under the null hypothesis that all values of 
> [the sample autocorrelations] = 0, Q is asymptotically chi-squared...If 
> the calculated value of Q exceeds the appropriate value in a chi-squared 
> table, we can reject the null of no significant autocorrelations."

That's a nice piece of applied economics jargon. Most applied economists 
tend to think of the adjectives "non-zero" and "significant" as perfectly 
interchangeable. Of course, this makes anybody with a decent grasp of 
statistics cringe, but that doesn't seem to bother economists.

--------------------------------------------------
  Riccardo (Jack) Lucchetti
  Dipartimento di Economia

  Università Politecnica delle Marche
  (formerly known as Università di Ancona)

  r.lucchetti@...
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
--------------------------------------------------

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