breusch godfrey stat

[plas man]

Does anybody know how I can calculate a breusch godfrey statistic for serial correlation in spss.
 
If there is serial correlation how can a produce a regression with arma residuals in spss
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[Spousta Jan]

SPSS (in the newest version) can now directly use R programming language - and there is already a solution in it: http://pbil.univ-lyon1.fr/library/lmtest/html/bgtest.html

ARMA is also in SPSS, module Time Series, if I remember it well.

HTH

Jan

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of plas man
Sent: Thursday, March 13, 2008 4:01 PM
To: [hidden email]
Subject: breusch godfrey stat

Does anybody know how I can calculate a breusch godfrey statistic for serial correlation in spss.

If there is serial correlation how can a produce a regression with arma residuals in spss _________________________________________________________________
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Tato zpráva a všechny připojené soubory jsou důvěrné a určené výlučně adresátovi(-ům). Jestliže nejste oprávněným adresátem, je zakázáno jakékoliv zveřejňování, zprostředkování nebo jiné použití těchto informací. Jestliže jste tento mail dostali neoprávněně, prosím, uvědomte odesilatele a smažte zprávu i přiložené soubory. Odesilatel nezodpovídá za jakékoliv chyby nebo opomenutí způsobené tímto přenosem.

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[Johnny Amora]

Jan is correct that SPSS Time Series Module has ARMA.  In fact, the module has both exponential smoothing and ARIMA models.

John Amora



----- Original Message ----
From: Spousta Jan <[hidden email]>
To: [hidden email]
Sent: Friday, March 14, 2008 5:42:13 PM
Subject: Re: breusch godfrey stat

SPSS (in the newest version) can now directly use R programming language - and there is already a solution in it: http://pbil.univ-lyon1.fr/library/lmtest/html/bgtest.html

ARMA is also in SPSS, module Time Series, if I remember it well.

HTH

Jan

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of plas man
Sent: Thursday, March 13, 2008 4:01 PM
To: [hidden email]
Subject: breusch godfrey stat

Does anybody know how I can calculate a breusch godfrey statistic for serial correlation in spss.

If there is serial correlation how can a produce a regression with arma residuals in spss _________________________________________________________________
Probeer Live Search: de zoekmachine van de makers van MSN!
http://www.live.com/?searchOnly=true
=======
To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD



_____

Tato zpráva a všechny připojené soubory jsou důvěrné a určené výlučně adresátovi(-ům). Jestliže nejste oprávněným adresátem, je zakázáno jakékoliv zveřejňování, zprostředkování nebo jiné použití těchto informací. Jestliže jste tento mail dostali neoprávněně, prosím, uvědomte odesilatele a smažte zprávu i přiložené soubory. Odesilatel nezodpovídá za jakékoliv chyby nebo opomenutí způsobené tímto přenosem.

This message and any attached files are confidential and intended solely for the addressee(s). Any publication, transmission or other use of the information by a person or entity other than the intended addressee is prohibited. If you receive this in error please contact the sender and delete the message as well as all attached documents. The sender does not accept liability for any errors or omissions as a result of the transmission.

-.- --

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