Grocer Function

NAME

reset - Ramsey RESET test

CALLING SEQUENCE

[resulres]=reset(resul1,power,np)

PARAMETERS

Input

Output

DESCRIPTION

Computes Ramsey (1969) RESET test for non linearity of power 2 to p (see Ramsay (1969) :"Tests for specification errors in classical linear least-squares regression analysis", Journal of the Royal Statistical Society, Series B, n°2, 350-371). Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.

EXAMPLE

reset(rols,2)

This example is taken from hendryericsson. The example provides RESET test for Hendry and Ericsson equation # 6, whose results have been stored in tlist rols.

AUTHOR

Eric Dubois 2002