Autocorrelation (part 3): Box-Pierce and Ljung-Box Q-tests (Excel)

Описание к видео Autocorrelation (part 3): Box-Pierce and Ljung-Box Q-tests (Excel)

Despite Breuch-Godfrey test being easy to apply and reasonably accurate, Q-tests (Box-Pierce and Ljung-Box) have been much more popular among econometricians. In today's video, we will learn how to apply these in Excel, discuss their advantages and limitations compared to each other and previously discussed tests, as well as how to ultimately ensure there is no autocorrelation in your data.

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