STABTEST—fluctuations test in linear regression

Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
Post Reply
TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

STABTEST—fluctuations test in linear regression

Unread post by TomDoan »

@STABTEST does a Hansen/Nyblom fluctuations test on a linear regression. The @FLUX procedure can be used for a similar test for non-linear models.

stabtest.src

Detailed description
Top
Post Reply

Return to “RATS Procedures”