varnorm.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 09mar2005}{...}
{cmd:help varnorm}{right:dialog:  {bf:{dialog varnorm}}}
{hline}

{title:Title}

{p2colset 5 21 23 2}{...}
{p2col:  {hi:[TS] varnorm} {hline 2}}Test for normally distributed
disturbances after var or svar{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 14 2}
{cmd:varnorm} [{cmd:,} {it:options}]

{synoptset 20}{...}
{synopthdr}
{synoptline}
{synopt:{opt j:bera}}report Jarque-Bera statistic; default is to report all
three statistics{p_end}
{synopt:{opt s:kewness}}report skewness statistic; default is to report all
three statistics{p_end}
{synopt:{opt k:urtosis}}report kurtosis statistic; default is to report all
three statistics{p_end}
{synopt:{opt est:imates(estname)}}use previously saved results {it:estname};
default is to use active results{p_end}
{synopt:{opt c:holesky}}use Cholesky decomposition{p_end}
{synopt:{opt sep:arator(#)}}draw separator line after every {it:#} rows{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}
{opt varnorm} can be used only after {helpb var} or {helpb svar}.
{p_end}
{p 4 6 2}
You must {helpb tsset} your data before using {opt varnorm}.
{p_end}


{title:Description}

{pstd}
{opt varnorm} computes and reports a series of statistics against the null
hypothesis that the disturbances in a VAR are normally distributed.  For each
equation, and for all equations jointly, up to three statistics may be
computed:  a skewness statistic, a kurtosis statistic, and the Jarque-Bera
statistic.  By default, all three statistics are reported.


{title:Options}

{phang}
{opt jbera} requests that the Jarque-Bera statistic and any other explicitly
   requested statistics be reported.  By default, the Jarque-Bera, skewness,
   and kurtosis statistics are reported.

{phang}
{opt skewness} requests that the skewness statistic and any other explicitly
   requested statistics be reported.  By default, the Jarque-Bera, skewness,
   and kurtosis statistics are reported.

{phang}
{opt kurtosis} specifies that the kurtosis statistic and any other explicitly
   requested statistics be reported.  By default, the Jarque-Bera, skewness,
   and kurtosis statistics are reported.

{phang}
{opt estimates(estname)} specifies that {opt varnorm} use the previously
   obtained set of {helpb var} or {helpb svar} estimates saved as
   {it:estname}.  By default, {opt varnorm} uses the active results.  See
   {helpb estimates} for information on saving and restoring estimation
   results.

{phang}
{opt cholesky} specifies that {opt varnorm} should use the Cholesky
   decomposition of the estimated variance-covariance matrix of the
   disturbances to orthogonalize the residuals when {opt varnorm} is applied
   to {helpb svar} results.  By default, when {opt varnorm} is applied to
   {opt svar} results, it uses the estimated structural decomposition to
   orthogonalize the residuals.  When applied to {opt var e()} results,
   {opt varnorm} always uses the Cholesky decomposition of the estimated
   variance-covariance matrix of the disturbances.  For this reason, the
   {opt cholesky} option may not be specified when using {helpb var} results.

{phang}
{opt separator(#)} specifies how often separator lines should be drawn between
   rows.  By default, separator lines do not appear.  For example,
   {cmd:separator(1)} would draw a line between each row, {cmd:separator(2)}
   between every other row, and so on.


{title:Examples}

{phang}{cmd:. varnorm, jbera}{p_end}

{phang}{cmd:. varnorm, estimates(var1)}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[TS] varnorm}

{psee}
Online:  
{helpb svar},
{helpb var},
{helpb varbasic}
{p_end}