Search found 2 matches
- Mon Feb 01, 2010 2:51 am
- Forum: Programming
- Topic: Summarise test statistics in new vector
- Replies: 2
- Views: 3850
Re: Summarise test statistics in new vector
Thanks a lot, it's working now!
- Sun Jan 31, 2010 9:04 am
- Forum: Programming
- Topic: Summarise test statistics in new vector
- Replies: 2
- Views: 3850
Summarise test statistics in new vector
Hi. I got a problem and hope someone can help me. I have 137 different equations (market model) and want to test heteroskedasticity by the white test. The output are 137 different windows with 137 different test statistics. I am interested in the "obs*R-squared" statistic. Is it possible t...