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Grocer >> Econometric tests and diagnostics > des_stat

des_stat

basic statistics

CALLING SEQUENCE

rdb = des_stat(namey,arg1,...,argn)

PARAMETERS

Input

* namey = a time series, a real (nx1) vector or a string equal to the name of a time series or a (nx1) real vector between quotes

* argi = optional arguments that can be:

  - 'color=x' where x is numerical representation of the color

  - 'nbars=n' where n is the # of bars of the histogramm

  - 'bounds=[''b1'';''b2'']' where b1 and b2 are the bounds over which the stats are calculated

  - 'noprint' if the user does not want to print the results

  - 'dropna' if the user wants to remove the NA values from the data

 

Output

* r = a results tlist with:

  - r('meth') = 'des_stat'

  - r('namey') = name of the variable

  - r('y') = (n x 1) vector of variables

  - r('mean') = mean of the variable

  - r('median') = median of the variable

  - r('miny') = min of the variable

  - r('maxy') = min of the variable

  - r('stdevy') = standard deviation of y

  - r('skew') = skewness of variable y

  - r('kurt') = kurtosis of variable y

  - r('jbstat') = Jarque and Bera stat for normality

  - r('jbprob') = associated p-value

  - r('prests') = a boolean indicating whether there is a ts in the regression

  - r('dropna') = boolean indicating if NAs have been droped

  - r('bounds') = if the variable is a timeseries, the bounds used for the calculations

  - r('nonna') = vector indicating position of non-NAs (if the option 'dropna' was active)

DESCRIPTION

Presents basic statistics on a variable and graphs the histogram of the probability distribution function.

EXAMPLE

load(GROCERDIR+'/macros/grocer/db/bdhenderic.dat') ;
r=des_stat('delts(lm1)')
//Example taken from function des_stat_d(). The studied series is delts(log(m1)). Here, default values are used.
grey=addcolor([0.7 0.7 0.7]) ;
bounds('1964q1','1988q4');
r=des_stat('delts(lm1)','nbars=10','color=grey','wind=4')
// Here, the window is chosen (option 'wind=4'), the color is a grey defined by function addcolor (option 'color=grey'),
// and the histogram is presented in the form of deciles (option 'nbars=10').

AUTHOR

Eric Dubois 2007

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