Ramsey RESET test
[f,f_pvalue]=reset0(r,npow,np)
* r = the first stage regression tlist result
* npow = degree of non linearity
* f = value of the reset F test
* f_pvalue = its p-value
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'); [fstat,f_pvalue]=reset0(rols,2) // Useful mainly for programming purpose (since reset does much more). | ![]() | ![]() |