Date: Wed, 24 Apr 1996 17:50:35 GMT
Reply-To: Mark Crescenzi <m-cresc@STUDENTS.UIUC.EDU>
Sender: "SPSSX(r) Discussion" <SPSSX-L@UGA.CC.UGA.EDU>
From: Mark Crescenzi <m-cresc@STUDENTS.UIUC.EDU>
Organization: University of Illinois at Urbana
Subject: TimeSeries: Q-Statistic
I'm trying to find out how to get the Q-statistic when running ARIMA
processes. Can SPSS produce the Q-statistic, or do I have to infer from
the Box-Ljung (sp?) results when running an ACF on the residuals?
Any advice would be greatly appreciated.
Mark J. Crescenzi