I have run a series of regression and performed normality tests on the residuals using histograms. From the histogram, I want to extract the jarque-bera statistic and its probability, skewness and kurtosis parameters. I do not need the graph. I have tried saving the histogram on a table but no cells are available so it is not possible to use this method to extract the values I need. Also I have tried using a sample programme on histogram which I found in a similar query-
Normality Tests -
makeresids res
res.stats
This is not working either. Is there a solution to this ?
Many thanks.
NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
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EViews Gareth
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Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
freeze the stats view.
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Many thanks for your response. I've frozen the stat view but i am still not able to extract the figures I want since there are no cells in the table - I want to use this program below to collect all the required figures form the histograms.
mytable(2,1) =@val(tab1(13,2))
I have a lot of histograms thats why I want to use a program to extract the figures. Many thanks in advance.
mytable(2,1) =@val(tab1(13,2))
I have a lot of histograms thats why I want to use a program to extract the figures. Many thanks in advance.
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13602
- Joined: Tue Sep 16, 2008 5:38 pm
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Code: Select all
create u 100
series x=nrnd
freeze(t) x.stats
show t
scalar mean = @val(t(6,2))
scalar median = @val(t(7,2))
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Many thanks for your response.
If I wanted to get the histogram from an estimated equation would the model be something like this:
equation eq1.ARCH(TDIST,EGARCH,ARCHM=LOG,N,DERIV=AA) AERO C AERO(-1) INDVAR
freeze(t) eq1 stats
show t
scalar mean=@val(t(6,2))
scalar median=@val(t(7,2))
I,ve tried this though but it's not working. I suppose something is out of place.
Are the variables scalar mean and scalar median refer to the histogram's mean and median?
If so what programming language do I use for the skewness, kurtosis, Jarque Bera statistics and its pvalue.
Many thanks in advance.
If I wanted to get the histogram from an estimated equation would the model be something like this:
equation eq1.ARCH(TDIST,EGARCH,ARCHM=LOG,N,DERIV=AA) AERO C AERO(-1) INDVAR
freeze(t) eq1 stats
show t
scalar mean=@val(t(6,2))
scalar median=@val(t(7,2))
I,ve tried this though but it's not working. I suppose something is out of place.
Are the variables scalar mean and scalar median refer to the histogram's mean and median?
If so what programming language do I use for the skewness, kurtosis, Jarque Bera statistics and its pvalue.
Many thanks in advance.
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13602
- Joined: Tue Sep 16, 2008 5:38 pm
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Code: Select all
eq1.makeresids res
freeze(t) res.stats
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Many thanks. It worked perfectly.
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