Search found 18 matches

by tg128
Tue Sep 23, 2008 8:45 am
Forum: Estimation
Topic: about estimate equation and BDS test
Replies: 4
Views: 13042

about estimate equation and BDS test

Just wondering if there is anyway I can estimate more than one equation in the estimate equation window please??

another question, when use BDS test, there are both BDS statistic and z-statistic, on what ground I should reject the null hypothesis of the BDS test?? what is v-statistic??
by tg128
Tue Sep 23, 2008 8:39 am
Forum: Estimation
Topic: Breusch-Godfrey Serial Correlation LM
Replies: 4
Views: 19445

Which "blank" area are you talking about? If you're using the Breusch-Goodfrey Serial Correlation LM Test from the menus, there is no "blank" area... WGTRESID are the residuals, weighted by whatever weight series you used in the original equation. Sorry, I meant the Breusch-Paga...
by tg128
Mon Sep 22, 2008 1:34 pm
Forum: Estimation
Topic: Breusch-Godfrey Serial Correlation LM
Replies: 4
Views: 19445

Breusch-Godfrey Serial Correlation LM

how can I use the Breusch-Godfrey Serial Correlation LM test in EView 6, what do I suppose to put in the blank area please?

also for the ARCH LM test, what is WGTRESID? is that standarized residual or just squared error terms??

How can I make standarized residual series please?

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