Help needed!!! - Where to get the Critical 10% level of the chi square values please?


Help needed!!! - Where to get the Critical 10% level of the chi square...

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wdu
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I am performing the Box-Pierce Q Statistic  test and wonder Where to get the Critical 10% level of the chi square values please?

[NEAS: Use Excel or R; or Google "chi-square"]



wdu
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Scott.McEachern
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So if you have K=100 and a total of 10 years of data points (T= 3652). Would you use the above mentioned formula to get your Q statistic, and compare this to a chi-squared critical value of 10% and 3652 data points - the number of parameters (1 for AR(1) etc)?

If i am basing my AR models off of one years worth of points (T = 365) should i instead use K as 100 and T as 365 and only calculate the Q statistic based on the residuals from the 365 points?

Thanks for the help
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