Grocer Function
NAME
hetero_sq - XiČ heteroskedasticity test
CALLING SEQUENCE
[resulh]=hetero_sq(r,np)
PARAMETERS
Input
-
r = results tlist from a first stage estimation
-
np = 'noprint' if the user does not want to print the results
Output
-
resulh = a results tlist with:
- resulth('meth') = 'hagan'
- resulth('resul1st') = results tlist of the first stage regression
- resulth('f') = XiČ Hetero statistics
- resulth('p') = p-value of the test
- resulth('dfnum') = degrees of freedom of the numerator
- resulth('dfden') = degrees of freedom of the denominator
- resulth('f_pvalue) = p-value of the test
DESCRIPTION
Computes the value of the XiČ hetero test. Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.
EXAMPLE
hetero_sq(rols)
This example is taken from function hendryericsson. The example provides the XiČ heteroskedasticity test for Hendry and Ericsson equation # 6, whose results have been stored in tlist rols.
AUTHOR
Eric Dubois 2002