Kolmogorov-Smirnov test

[ecofin]

hi
how to have exactly probability for Lilliefors test, the test shows just (> 0.1), and how can use Kolmogorov-Smirnov test in eviews? in User guide I page 383 it says that EViews provide build-in.

[EViews Gareth]

From the manual:

All of the reported EViews p-values will account for the fact that parameters in the distribution
have been estimated. In cases where estimation of parameters is involved, the distributions
of the goodness-of-fit statistics are non-standard and distribution dependent, so that
EViews may report a subset of tests and/or only a range of p-value. For example,
EViews reports the Lilliefors test statistic instead of the Kolmogorov statistic since the
parameters of the normal have been estimated. Details on the computation of the test statistics
and the associated p-values may be found in Anderson and Darling (1952, 1954), Lewis
(1961), Durbin (1970), Dallal and Wilkinson (1986), Davis and Stephens (1989), Csörgö and
Faraway (1996) and Stephens (1986).

[ecofin]

thanks.