OLS Estimation (Video 3 of 7 in the gretl Instructional Video Series)

[@sharpaquos2806]

why should the p-value indicates that at a 5% level of significance ?

[@mikefasole]

Can you please clarify what I'm looking for when I'm testing for Breusch-Godfrey Test of autocorrelation

[@JanelleMann]

Hello MIke - The Breusch-Godfrey test is a Lagrange multiplier test and is based on the R^2 of an auxiliary regression. The null hypothesis is no autocorrelation of order p with p being the number of lagged residuals in the auxiliary regression.

[@TAYEBIRU-i1b]

Thank you

[@hayhacker55]

Thank you so much, im a PhD student and this helped me a lot . can i only use the f test in OLS to say that whether my module is significant or not?

[@keirra041288]

Thank you!!

[@danboaks5327]

Thank you a lot

[@jayw4081]

Thank you sooooooooooo much

[@TheExceptionalState]

Just to out do Jay. Thank you sooooooooooooooooooooooooooooo much.