Hello,
I don't know how to interpret the following results to know whether the error terms are GED distributed:
Variable Coefficient Std. Error z-Statistic Prob.
GED PARAMETER 0.181537 0.017804 10.19647 0.0000
Does it mean that error terms are GED distributed (clearly the null hypothesis is rejected but I do not know the definition of this null hypothesis ?
Could anyone help me for this problem, please ?
Thanks in advance.
Error distributed GED
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EViews Glenn
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Re: Error distributed GED
It's a simple t-test on the value of the GED parameter, null =0.
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