When
you have estimated an equation, the serial correlation LM test is accessible
via View/Residual Diagnostics/Serial Correlation LM Test…, according to the
EViews Help1. The Breusch-Godfrey Lagrange multiplier test is used in this test
to check for high-order, generic ARMA errors. In the Lag Specification dialogue
box, you may define the highest order of serial correlation to be examined.
By
choosing View/Residual Tests/Serial Correlation LM Test while working with a
VAR model, you may additionally run a multivariate LM test for residual serial
correlation up to a certain order. The multivariate LM test statistics and
p-values are reported for each lag order up to the selected maximum3 in this
test. This test statistic is computed more accurately in EViews 10 and
subsequent versions using the Edgeworth expansion correction.
If
the serial correlation LM test option is not visible in your EViews version, it
may be because you have chosen a different object type, have not estimated an
equation or a VAR model, or both. If you need additional assistance with this,
you may look at the EViews forum.
https://www.eviews.com/help/content/timeser-Testing_for_Serial_Correlation.htm:
https://eviews.com/help/content/testing-Residual_Diagnostics.html:
https://www.eviews.com/EViews10/ev10ecdiag_n.html
https://forums.eviews.com/viewtopic.php?t=
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