If I have a equation like equation gdpeq.ls ser01 ar(2) ma(3) for univariate ARMA, how can I get the Jarque-Bera statistics? I think I need to use jbera but I keep failing to show it successful...
Tks
Normality Test
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startz
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Re: Normality Test
rdbms wrote:If I have a equation like equation gdpeq.ls ser01 ar(2) ma(3) for univariate ARMA, how can I get the Jarque-Bera statistics? I think I need to use jbera but I keep failing to show it successful...
Tks
View/Residual tests/Histogram normality test
While you didn't ask about this, let me point out that the specification ar(2) ma(3) is not an ARMA(2,3) and that an ARMA equation needs a constant term unless you have already demeaned the data.
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EViews Gareth
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Re: Normality Test
startz wrote:View/Residual tests/Histogram normality test
In code:
gdpeq.hist
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Re: Normality Test
Thank you for the info. BTW, is there a way to export these data to a table (without the graph) using programming?
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EViews Gareth
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