auto_stage1 Automatic estimation automatic

Grocer >> Automatic estimation > auto_test

auto_test

build specification tests function and vector of names

CALLING SEQUENCE

[test_func,name_test]=auto_test(auto_ names,auto_ltest,nobs)

PARAMETERS

Input

• auto_names = the tlist that associates a name to each specification test function

• auto_ltest = the list of options provided by the user (default: an empty list)

• nobs = # of observations

Output

• test_func = the function which gathers the specification tests used by automatic()

• name_test = the name of the specification tests which will be used for the printings

DESCRIPTION

From the specifications list given by the user, build the function test_func which performs these specification tests and the vector name_test of corresponding names.

EXAMPLE

[func,names] = auto_test('test=arlm(6),jbnorm,chowtest(0.8),myautocor(5)')
//creates a function that performs the Breusch and Pagan test with 1 to 6 lags, the Jarque and Bera normality test, the Chow stability test with a break at 80% of the sample and the matrix of corresponding names.

[test_func,m2prt_test]=auto_test(grocer_ltest)
// This example is an application of auto_test in function automatic.

AUTHOR

Eric Dubois 2002
auto_stage1 Automatic estimation automatic