QSTAT: MATLAB module to calculate Ljung-Box q statistic

Ludwig Kanzler ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: MATLAB
Requires: MATLAB Statistics Toolbox.
Date: 1998-04-07
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http://fmwww.bc.edu/repec/bocode/q/qstat.m program code (text/plain)

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