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RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Demonstrates use of the CUMPDGM.SRC procedure for the Durbin cumulated periodogram test for white noise.

Suggested Citation

  • Tom Doan, "undated". "RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation," Statistical Software Components RTZ00040, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtz00040
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
    as

    Download full text from publisher

    File URL: https://www.estima.com/procs_perl/cumpdgm.rpf
    Download Restriction: no
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    More about this item

    Keywords

    Dependence tests; RATS;

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