Page 1 of 1
NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Posted: Tue Jul 07, 2009 3:01 am
by molugbode
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.
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Posted: Tue Jul 07, 2009 8:05 am
by EViews Gareth
freeze the stats view.
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Posted: Tue Jul 07, 2009 11:59 am
by molugbode
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.
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Posted: Tue Jul 07, 2009 12:04 pm
by EViews Gareth
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
Posted: Tue Jul 07, 2009 12:47 pm
by molugbode
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.
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Posted: Tue Jul 07, 2009 1:16 pm
by EViews Gareth
Code: Select all
eq1.makeresids res
freeze(t) res.stats
Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Posted: Tue Jul 07, 2009 2:27 pm
by molugbode
Many thanks. It worked perfectly.