QSTAT (SERIES, M) returns (row vector) Q, the Ljung & Box corrected Q statistics of serial correlation in (vector) SERIES for each lag order specified by (vector) M, and (row vector) QSIG, the levels of significance at which the associated null hypotheses of no correlation are rejected.
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Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
T850803.
Size: 99 lines Programming language: MATLAB Requires: MATLAB Statistics Toolbox. Date of creation: 07 Apr 1998 Date of revision: Handle: RePEc:boc:bocode:t850803
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