NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

For questions regarding programming in the EViews programming language.

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

molugbode
Posts: 15
Joined: Mon Jun 01, 2009 7:43 am

NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Postby molugbode » Tue Jul 07, 2009 3:01 am

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.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Postby EViews Gareth » Tue Jul 07, 2009 8:05 am

freeze the stats view.

molugbode
Posts: 15
Joined: Mon Jun 01, 2009 7:43 am

Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Postby molugbode » Tue Jul 07, 2009 11:59 am

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.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Postby EViews Gareth » Tue Jul 07, 2009 12:04 pm

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))

molugbode
Posts: 15
Joined: Mon Jun 01, 2009 7:43 am

Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Postby molugbode » Tue Jul 07, 2009 12:47 pm

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.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Postby EViews Gareth » Tue Jul 07, 2009 1:16 pm

Code: Select all

eq1.makeresids res freeze(t) res.stats

molugbode
Posts: 15
Joined: Mon Jun 01, 2009 7:43 am

Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Postby molugbode » Tue Jul 07, 2009 2:27 pm

Many thanks. It worked perfectly.


Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests