y_tstests.hlp

来自「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」· HLP 代码 · 共 40 行

{smcl}
{p 0 4}
{help contents:Top}
> {help y_stat:Statistics}
> {help y_topical:Special topics}
> {help y_ts:Time series}
{bind:> {bf:Tests}}
{p_end}
{hline}

{title:Help file listings}

{p 4 8 4}
{bf:{help dfgls:DF-GLS unit root test}}{break}
    modified Dickey-Fuller test using GLS detrended data

{p 4 8 4}
{bf:{help dfuller:Augmented Dickey-Fuller test for unit roots}}{break}
    based on regression of differenced variable on
    lags & lagged diffs

{p 4 8 4}
{bf:{help pperron:Phillips-Perron test for unit roots}}{break}
    test based on regression of variable on its lag

{p 4 8 4}
{bf:{help wntestb:Bartlett's periodogram-based test for white noise}}{break}
    presented graphically or as text

{p 4 8 4}
{bf:{help wntestq:Portmanteau (Box-Pierce or Ljung-Box) test for white noise}}{break}
    also known as the Q test for white noise

{p 4 8 4}
{bf:{help regress_postestimation:Tests after {cmd: regress}}}{break}
    Breusch-Godfrey LM statistic, Engle's LM test, Durbin-Watson h and d
    statistic

{hline}