Command for hypothesis testing

perspolisi · Postby **perspolisi** » Tue Feb 28, 2012 6:36 pm

Hi

New to the forum and very new to EViews, running version 7.

I am quite proficient with SAS, Stata and Gauss.

What I'm trying to do here is self-learn EViews basically. I've ran the following regression:

ls y x1 x2 x3 trend

and now I just want to simply test whether:

c2-c3=0 or not, where c2 and c3 are coefficients of x2 and x3.

I do not seem to be able to find the commands for doing a simple test like this anywhere! It's very odd, I feel like I'm missing something about this software.

Sorry for the simple stupid question and thank you in advance for all the help!

Cheers

EViews Gareth · Postby **EViews Gareth** » Tue Feb 28, 2012 7:42 pm

Click on View->Coefficient Diagnostics->Wald Test.

perspolisi · Postby **perspolisi** » Tue Feb 28, 2012 9:08 pm

Thank you very much for your reply.

So there is no way to program this? Have to use the interface?!

EViews Gareth · Postby **EViews Gareth** » Tue Feb 28, 2012 9:38 pm

Yep.

Equation.wald

As outlined in the Equation section of the object reference.

EViews.com