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auto_test

build specification tests function and vector of names

CALLING SEQUENCE

[test_func,name_test]=auto_test(auto_ names,auto_ltest,nobs)

PARAMETERS

Input

* auto_names = the tlist that associates a name to each specification test function

* auto_ltest = the list of options provided by the user (default: an empty list)

* nobs = # of observations

 

Output

* test_func = the function which gathers the specification tests used by automatic()

* name_test = the name of the specification tests which will be used for the printings

DESCRIPTION

From the specifications list given by the user, build the function test_func which performs these specification tests and the vector name_test of corresponding names.

EXAMPLE

[func,names] = auto_test('test=arlm(6),jbnorm,chowtest(0.8),myautocor(5)')
// creates a function that performs the Breusch and Pagan test with 1 to 6 lags,
// the Jarque and Bera normality test, the Chow stability test with a break at 80%
// of the sample and the matrix of corresponding names.
 
[test_func,m2prt_test]=auto_test(grocer_ltest)
// This example is an application of auto_test in function automatic.

AUTHOR

Eric Dubois 2002

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