Hypothesis test

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badger_2000
Posts: 2
Joined: Thu Jan 19, 2012 10:11 am

Hypothesis test

Postby badger_2000 » Thu Jan 19, 2012 10:24 am

Hi,

I'm new to using EViews and am after some with a Wald test.

I need to test a hypothesis that a coefficient equals zero, against an alternate that it is greater than zero.

I've tried doing this:

c(1)=0,c(1)>0

But it didn't work. I'd be very grateful for any advice on how to do this.

Thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13330
Joined: Tue Sep 16, 2008 5:38 pm

Re: Hypothesis test

Postby EViews Gareth » Thu Jan 19, 2012 10:36 am

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badger_2000
Posts: 2
Joined: Thu Jan 19, 2012 10:11 am

Re: Hypothesis test

Postby badger_2000 » Wed Jan 25, 2012 2:56 am

EViews Gareth wrote:http://forums.eviews.com/viewtopic.php?f=4&t=5266&p=18504&hilit=sided#p18504


Thanks. I'm still not sure if I understand correctly.

I've got the t-statistic that the variable = 0 (7.2385).

But how do I use this to test against the hypothesis that it is greater than 0?

Thanks again.

Josh
Posts: 10
Joined: Wed Jan 18, 2012 5:01 am

Re: Hypothesis test

Postby Josh » Tue Jan 31, 2012 1:25 pm

You need to compare the t-value to the significant value you are using, this is normally taken from a table, including degrees of freedom. 7 is very high value so you can reject the null hypothesis. Hope this helps


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