Part VII. Econometric tests and diagnostics
Table of Contents
- AndPlob — Andrews and Ploberger brekapoint tests
- archz — ARCH test
- archz0 — ARCH test
- arlm — Lagrange multiplier autocorrelation test
- arlm0 — Lagrange multiplier autocorrelation test
- bkw — BKW multicollinearity diagnostic
- bkw_scale — BKW scaled multicollinearity diagnostic
- bkwols — BKW scaled multicollinearity diagnostic
- bpagan — Breusch and Pagan heteroskedasticity test
- bpagan0 — Breusch and Pagan heteroskedasticity test
- chowtest — Chow usual test
- chowtest0 — Chow usual test
- clwest — Approximately normal test proposed by Clark and West (include test of martingal difference hypothesis)
- cusumb — backward cusum stability tests
- cusumf — forward cusum stability tests
- cusumq_tab — cusum squared confidence band
- dchange — Test for directional accuracy
- des_stat — basic statistics
- dfbeta — BKW influential observation diagnostics
- diebmar — Diebold and Mariano test for predictive accuracy
- doornhans — Doornik and Hansen normality test
- doornhans0 — Doornik and Hansen normality test
- hetero_sq — Xiª heteroskedasticity test
- hetero_sq0 — Xiª heteroskedasticity test
- jbnorm — Jarque and Bera normality test on the residuals of a regression
- jbnorm0 — Jarque and Bera normality test on the residuals of a regression
- jbnorm_var1 — Jarque and Bera normality test on the residuals of a regression
- li_mcleod — Li McLeod autocorrelation test
- ljungbox — Ljung-Box autocorrelation test
- predfail — out of sample predictive failure test
- predfailin — Chow predictive failure test
- predfailin0 — Chow predictive failure test
- recresid — recursive residuals
- reliability — reliability of the coefficients in a regression
- reset — Ramsey RESET test
- reset0 — Ramsey RESET test
- waldchi — Wald F-test
- waldf — Wald F-test
- waldf0 — Wald F-test
- white — White's heteroskedasticity test
- white0 — White's heteroskedasticity test