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doornhans

Doornik and Hansen normality test

CALLING SEQUENCE

[rdoornhans]=doornhans(res,np)

PARAMETERS

Input

* res = a result tlist

* np = the string 'noprint' if the user doesn't want to print the results of the test

 

Output

* rdoornhans = a typed list with :

  - rdoornhans('meth') = 'doornhans'

  - rdoornhans('r1st') = results of the first step regression (allows the "tracability" of the results)

  - rdoornhans('chistat') = the value of the chi2 statistics

  - rdoornhans('chi_pvalue') = the corresponding p-value

  - rdoornhans('chi_df') = the corresponding degrees of freedom

DESCRIPTION

Computes "omnibus" normality test (see J. Doornik and H. Hansen (1994) : "A practical test for univariate and multivariate normality", Discussion Paper, Nuffield College). Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.

EXAMPLE

load(GROCERDIR+'/data/bdhenderic.dat');
bounds('1964q3','1989q2');
rols=ols('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet', 'lagts(1,lm1-lp-ly)', 'const');
//performs ols for Hendry and Ericsson (1991) equation 6
doornhans(rols)
// Example is taken from hendryericsson.

AUTHOR

Eric Dubois 2002

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