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
View/Residual tests/Histogram normality testIf 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
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
In code:View/Residual tests/Histogram normality test
gdpeq.hist
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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Re: Normality Test
gdpeq.makeresids res
res.stats
res.stats
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