Econometric tests and diagnostics

• AndPlob — Andrews and Ploberger brekapoint tests
• archz — ARCH test
• archz0 — ARCH test
• arlm — Lagrange multiplier autocorrelation test
• arlm0 — Lagrange multiplier autocorrelation test
• arlm0_multi — LM multivariate test of autocorrelation
• bkw — BKW multicollinearity diagnostic
• bkw_scale — BKW scaled multicollinearity diagnostic
• bkwols — BKW scaled multicollinearity diagnostic
• bpagan — Breusch and Pagan heteroskedasticity test
• bpagan0 — Breusch and Pagan heteroskedasticity test
• chowtest — Chow usual test
• chowtest0 — Chow usual test
• clwest — Approximately normal test proposed by Clark and West (include test of martingal difference hypothesis)
• cusumb — backward cusum stability tests
• cusumf — forward cusum stability tests
• cusumq_tab — cusum squared confidence band
• dchange — Test for directional accuracy
• des_stat — basic statistics
• dfbeta — BKW influential observation diagnostics
• diebmar — Diebold and Mariano test for predictive accuracy
• doornhans — Doornik and Hansen normality test
• doornhans0 — Doornik and Hansen normality test
• hetero_sq — Xi² heteroskedasticity test
• hetero_sq0 — Xi² heteroskedasticity test
• hetero_sq0_multi — LM multivariate test of heteroskedasticity
• jbnorm — Jarque and Bera normality test on the residuals of a regression
• jbnorm0 — Jarque and Bera normality test on the residuals of a regression
• jbnorm_var1 — Jarque and Bera normality test on the residuals of a regression
• li_mcleod — Li McLeod autocorrelation test
• ljungbox — Ljung-Box autocorrelation test
• predfail — out of sample predictive failure test
• predfailin — Chow predictive failure test
• predfailin0 — Chow predictive failure test
• recresid — recursive residuals
• reliability — reliability of the coefficients in a regression
• reset — Ramsey RESET test
• reset0 — Ramsey RESET test
• waldchi — Wald F-test
• waldf — Wald F-test
• waldf0 — Wald F-test
• white — White's heteroskedasticity test
• white0 — White's heteroskedasticity test