Extracting Probability Function from Heteroskedasticity Test

For questions regarding programming in the EViews programming language.

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

mr.interested
Posts: 16
Joined: Wed Jul 14, 2010 5:57 am

Extracting Probability Function from Heteroskedasticity Test

Postby mr.interested » Fri Aug 13, 2010 2:27 am

Hello,

There's the archtest() function, but it has only additional option to print the output. Can I somehow obtain the probability function (from F-statistic) from that test? I estimate hundreds of regressions, and I'd like to put the results from the test into a table, instead of separately opening each equation and testing whether or not the regression is homoskedastic.

Best

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13611
Joined: Tue Sep 16, 2008 5:38 pm

Re: Extracting Probability Function from Heteroskedasticity Test

Postby EViews Gareth » Fri Aug 13, 2010 8:02 am


mr.interested
Posts: 16
Joined: Wed Jul 14, 2010 5:57 am

Re: Extracting Probability Function from Heteroskedasticity Test

Postby mr.interested » Sat Aug 14, 2010 2:30 am

Thank you Gareth.


Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests