Test at 5% significance level if the errors are series uncorrelated.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Question
Test at 5% significance level if the errors are series uncorrelated.
![(a)
Consider the following EViews' output:
Breusch-Godfrey Serial Correlation LM Test:
Null hypothesis: No serial correlation at up to 2 lags
0.012581 Prob. F(2,8)
0.037625 Prob. Chi-Square(2)
F-statistic
0.9875
Obs*R-squared
0.9814](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F981ed2ee-8df0-4db4-99bb-8cd3ac3c50a8%2Fdab228d9-779e-421a-8d9e-dcb540d9ab88%2F22h9a95_processed.png&w=3840&q=75)
Transcribed Image Text:(a)
Consider the following EViews' output:
Breusch-Godfrey Serial Correlation LM Test:
Null hypothesis: No serial correlation at up to 2 lags
0.012581 Prob. F(2,8)
0.037625 Prob. Chi-Square(2)
F-statistic
0.9875
Obs*R-squared
0.9814
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