English, Article edition: RESDIAG: RATS module to perform residual diagnostics Robert Amano; Jeff Gable; Simon van Norden

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Bookmark: http://trove.nla.gov.au/version/175087
Physical Description
  • code
Language
  • English

Edition details

Title
  • RESDIAG: RATS module to perform residual diagnostics
Author
  • Robert Amano
  • Jeff Gable
  • Simon van Norden
Physical Description
  • code
Notes
  • This procedure calculates a number of residual diagnostic tests: autocorrelations, partial autocorrelations, Ljung-Box Q tests, LM tests for serial correlation, AR tests, Wallis tests for 4th order AR, ARCH, Breusch-Pagan test for heteroskedasticity, and Ramsay RESET test.
  • residuals, diagnostics
  • RePEc:boc:bocode:r031701
Language
  • English
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