Doornik and Hansen normality test
[rdoornhans]=doornhans(res,np)
* res = a result tlist
* np = the string 'noprint' if the user doesn't want to print the results of the test
* 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
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. | ![]() | ![]() |