shapiro-wilk-test

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

Post Reply
lomfy
Posts: 36
Joined: Mon Jul 18, 2011 11:51 pm

shapiro-wilk-test

Postby lomfy » Wed Aug 17, 2011 6:18 am

hello,
today a statistician suggested me to use the shapiro-wilk-test instead of the jarque-bera-statistic in order to test for normal distribution of the residuals.
is this test implemented in eviews? i found this topic: http://forums.eviews.com/viewtopic.php?f=7&t=1927, however if i open the window for normal distribution tests this statstic is not implemented. is it able to draw it from eviews somehow?
thanks for any hints!
Attachments
Unbenannt.jpg
Unbenannt.jpg (242.89 KiB) Viewed 9153 times
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: shapiro-wilk-test

Postby EViews Gareth » Wed Aug 17, 2011 7:57 am

It isn't implemented, although the tests that you show above are similar.
Top
lucem_fert
Posts: 5
Joined: Sun Sep 11, 2011 6:47 pm

Re: shapiro-wilk-test

Postby lucem_fert » Tue Sep 13, 2011 11:42 pm

Hello!

About Shapiro-Wilk and other normality test in Eviews, you can get it if you instal the add-in "Normtest" from the page http://www.eviews.com/Addins/addins.shtml

Have a nice day!
Top
Post Reply

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests