vecnorm.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}
{* 17feb2005}{...}
{cmd:help vecnorm}{right:dialog:  {bf:{dialog vecnorm}}}
{hline}

{title:Title}

{p2colset 5 21 23 2}{...}
{p2col :{hi:[TS] vecnorm} {hline 2}}Test for normally distributed disturbances after vec{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 19 2}
{cmd:vecnorm} [{cmd:,} {it:options}]

{synoptset}{...}
{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 dfk}}make small-sample adjustment when computing the estimated
  variance-covariance matrix of the disturbances{p_end}
{synopt :{opt sep:arator(#)}}draw separator line after every {it:#}
  rows{p_end}
{synoptline}
{p 4 6 2}{cmd:vecnorm} can be used only after {helpb vec}.{p_end}


{title:Description}

{pstd}
{cmd:vecnorm} computes and reports a series of statistics against the null 
hypothesis that the disturbances in a VECM are normally distributed.


{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 statistic be reported.  By default, the Jarque-Bera, skewness, and
kurtosis statistics are reported.

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

{phang}
{opt estimates(estname)} requests that {cmd:vecnorm} use the previously
obtained set of {cmd:vec} estimates saved as {it:estname}.  By default, 
{cmd:vecnorm} uses the active results.  See {helpb estimates} for more
information about saving and restoring estimation results.

{phang} 
{opt dfk} requests that a small-sample adjustment be made when computing the 
estimated variance-covariance matrix of the disturbances.

{phang}
{opt separator(#)} specifies how many rows should appear in the table between
separator lines.  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:. vecnorm, jbera}{p_end}

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


{title:Also see}

{psee}
Manual:  {bf:[TS] vecnorm}{p_end}

{psee}
Online:  {helpb vec}{p_end}