Grocer Function
NAME
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.
EXAMPLES
1) [func,names] = auto_test('test=arlm(6),jbnorm,chowtest(0.8),myautocor(5)')
2) [test_func,m2prt_test]=auto_test(grocer_ltest)
Example 1 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.
Example 2 is an application of auto_test in function automatic.
AUTHOR
Eric Dubois 2002