five specification tests
[v,p]=test_spec0(r)
* r = a results tlist from a regression
* v = (5 x 1) vector of statistics of specification tests
* p = (5 x 1) vector of p-values of specification tests
load('grocer/bdexamples/bdhenderic.dat') ; bounds('1964q3','1989q2') ; he=ols('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet','lagts(1,lm1-lp-ly)','cte'); [v,p]=test_spec0(he) // Calculates the 5 specification tests and their p-values for Hendry and Ericsson's preferred model. | ![]() | ![]() |