- #1
yasharea
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hi guys, I'm trying to understand how the critical value of Q-statistics is calculated in multivariate ljung-box test. or even more simply, in the univariate ljung-box test.
initially i used MATLAB for hypothesis testing, MATLAB as an output furnishes the critical values, but the modules in MATLAB are limited to univariate processes. i use STAT for multivariate processes. in stata i don't know if its possible to get critical values or not. i have already looked into manuals of STATA and MATLAB.
thanks beforehand
yashar
initially i used MATLAB for hypothesis testing, MATLAB as an output furnishes the critical values, but the modules in MATLAB are limited to univariate processes. i use STAT for multivariate processes. in stata i don't know if its possible to get critical values or not. i have already looked into manuals of STATA and MATLAB.
thanks beforehand
yashar