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st: Chi-square test


From   Katia Bobulova <katia.bobulova@googlemail.com>
To   statalist@hsphsun2.harvard.edu
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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