mvqtest
Posted: Sat Oct 29, 2011 1:01 pm
Is there an univariate equivalent procedure to the above multivariate Q test ?
thanks
thanks
I assume you mean the MVQSTAT procedure, which computes the MV Ljung-Box Q statistic? If so, you can use the CORRELATE instruction with the QSTATS option (and possibly SPAN and DFC) to compute the univariate statistic.
The CROSS instruction also offers the same options.
Regards,
Tom Maycock
Estima