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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.

It's a simple t-test on the value of the GED parameter, null =0.

Ok thanks a lot.