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

Output

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