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- Wed Dec 23, 2020 8:11 am
- Forum: Data Manipulation
- Topic: Sargan or J-Test on Eviews
- Replies: 6
- Views: 23134
Re: Sargan or J-Test on Eviews
Hi, you just give the command: scalar pval=@chisq(J-Statistic, instruemntrank-nummber of regressors in the modell). if your get a very small p-val it mean your model is bad. optimal value ist between 20- und 30%= 0.20 uns 0-30. Hello I did this command but the software doesnt run it and gave the er...
