Grocer Function
NAME
predfailin0 - Chow predictive failure test
CALLING SEQUENCE
[fstat,f_pvalue,dfnum,dfden]=predfailin0(res,n1,np)
PARAMETERS
Input
-
resulols = a results tlist from a first stage estimation
- n1 = # of observations of the sub-period
Output
-
fstat = value of the test statistic
- f_pvalue = its p-value
-
dfnum = # dof of the numerator
-
dfden = # dof of the denominator
DESCRIPTION
Computes in-sample Chow predictive failure test. Results are stored as numbers and are not displayed on screen.
EXAMPLE
[fstat,f_pvalue,dfnum,dfden]=predfailin0(resulols,n1)
This example is taken from predfailin. Useful mainly for programming purpose (since jbnorm does much more).
AUTHOR
Eric Dubois 2002