Ramsey RESET test
[resulres]=reset(resul1,power,np)
* resul1 = results tlist from a first stage estimation
* power = degree of non linearity
* np = 'noprint' if the user does not want to print the results
* resulres = results tlist with:
- resulres('meth') = 'reset'
- resulres('resul1st') = resul1
- resulres('f') = fstat
- resulres('p') = p
- resulres('df') = df
- resulres('f_pvalue')=f_pvalue
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'); reset(rols,2) // The example provides RESET test for Hendry and Ericsson equation # 6, whose results have been stored in tlist rols. | ![]() | ![]() |