Doornik and Hansen normality test
[dh,pn]=doornhans0(res,np)
* res = a result tlist
* np = unused argument put for compatibility with other testing functions
* dh = the value of the test
* pn = its p-value
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 [dh,pn]=doornhans0(rols) // Useful mainly for programming purpose (since doornhans does much more). | ![]() | ![]() |