The Stata Journal
Unit Root Test - an overview | ScienceDirect Topics
Forecasting BoxJenkins method tseries By Mike Jadoo Special
SAGE Research Methods Datasets Part 1 - Learn About Time Series ARIMA Models in Stata With Data From the USDA Feed Grains Database (1876–2015)
Thoughts on the Ljung-Box test | Rob J Hyndman
How to determine the number of lags in time series - Statalist
Five ways to detect correlation in panels
Stata serial correlation of residuals - YouTube
Stata13): ARIMA Models (Diagnostics) #arima #arma #boxjenkins #financialeconometrics #timeseries - YouTube
How do you use the Ljung-Box Statsics using Stata?
Ljung-Box Test failed, but the correlograms of residuals are flat. What do? : r/econometrics
An introduction to forecast evaluation with Stata - ppt video online download
time series - Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey - Cross Validated
The Stata Journal
SAGE Research Methods Datasets Part 1 - Learn About Time Series ARIMA Models in Stata With Data From the USDA Feed Grains Database (1876–2015)
Thoughts on the Ljung-Box test | Rob J Hyndman
time series - How to interpret ACF and PACF and compare with Ljung Box result - Cross Validated
Plot Unit root test - Ljung-Box statistic over the residuals - rstudio - RStudio Community
autocorrelation - Interpreting Ljung -Box test results from statsmodels.stats.diagnostic.acorr_ljungbox function (python) - Cross Validated
time series - How to interpret ACF and PACF and compare with Ljung Box result - Cross Validated
SAGE Research Methods Datasets Part 1 - Learn About Time Series ARIMA Models in Stata With Data From the NOAA Global Climate at a Glance (1910–2015)
Box-Pierce Test of autocorrelation in Panel Data using Stata. – MSR Economic Perspectives
Ljung-Box Test for Autocorrelation - YouTube
Time series analysis and forecasting with ECOTOOL | PLOS ONE
PDF) Stata 10 (Time series analysis and forecasting)
A general approach to testing for autocorrelation
