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Normality Test
Posted: Thu Feb 05, 2009 7:32 am
by rdbms
If I have a equation like equation gdpeq.ls ser01 ar(2) ma(3) for univariate ARMA, how can I get the Jarque-Bera statistics? I think I need to use jbera but I keep failing to show it successful...
Tks
Re: Normality Test
Posted: Thu Feb 05, 2009 10:05 am
by startz
If I have a equation like equation gdpeq.ls ser01 ar(2) ma(3) for univariate ARMA, how can I get the Jarque-Bera statistics? I think I need to use jbera but I keep failing to show it successful...
Tks
View/Residual tests/Histogram normality test
While you didn't ask about this, let me point out that the specification ar(2) ma(3) is
not an ARMA(2,3) and that an ARMA equation needs a constant term unless you have already demeaned the data.
Re: Normality Test
Posted: Thu Feb 05, 2009 12:22 pm
by EViews Gareth
View/Residual tests/Histogram normality test
In code:
gdpeq.hist
Re: Normality Test
Posted: Fri Feb 06, 2009 7:03 am
by rdbms
Thank you for the info. BTW, is there a way to export these data to a table (without the graph) using programming?
Re: Normality Test
Posted: Fri Feb 06, 2009 9:19 am
by EViews Gareth
gdpeq.makeresids res
res.stats