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Re: st: Chi-square test


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Chi-square test
Date   Wed, 3 Mar 2010 13:02:15 -0600

If that's what you've done, it is a pretty odd regression of L.x on L2.x,
..., L6.x. You probably meant

reg x L(1/6).x

after which you can

testparm L.x L2.x ... L6.x

(you'd have to write all of them out).

On Wed, Mar 3, 2010 at 12:54 PM, Katia Bobulova <
katia.bobulova@googlemail.com> wrote:

> 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?
>
>
-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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