y_tstests.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

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{help contents:Top}
> {help y_stat:Statistics}
> {help y_topical:Special topics}
> {help y_ts:Time series}
{bind:> {bf:Tests}}
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{title:Help file listings}

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{bf:{help dfgls:DF-GLS unit root test}}{break}
    modified Dickey-Fuller test using GLS detrended data

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{bf:{help dfuller:Augmented Dickey-Fuller test for unit roots}}{break}
    based on regression of differenced variable on
    lags & lagged diffs

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{bf:{help pperron:Phillips-Perron test for unit roots}}{break}
    test based on regression of variable on its lag

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{bf:{help wntestb:Bartlett's periodogram-based test for white noise}}{break}
    presented graphically or as text

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{bf:{help wntestq:Portmanteau (Box-Pierce or Ljung-Box) test for white noise}}{break}
    also known as the Q test for white noise

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{bf:{help regress_postestimation:Tests after {cmd: regress}}}{break}
    Breusch-Godfrey LM statistic, Engle's LM test, Durbin-Watson h and d
    statistic

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