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shapiro-wilk-test

Posted: Wed Aug 17, 2011 6:18 am
by lomfy
hello,
today a statistician suggested me to use the shapiro-wilk-test instead of the jarque-bera-statistic in order to test for normal distribution of the residuals.
is this test implemented in eviews? i found this topic: http://forums.eviews.com/viewtopic.php?f=7&t=1927, however if i open the window for normal distribution tests this statstic is not implemented. is it able to draw it from eviews somehow?
thanks for any hints!

Re: shapiro-wilk-test

Posted: Wed Aug 17, 2011 7:57 am
by EViews Gareth
It isn't implemented, although the tests that you show above are similar.

Re: shapiro-wilk-test

Posted: Tue Sep 13, 2011 11:42 pm
by lucem_fert
Hello!

About Shapiro-Wilk and other normality test in Eviews, you can get it if you instal the add-in "Normtest" from the page http://www.eviews.com/Addins/addins.shtml

Have a nice day!