RESDIAG: RATS module to perform residual diagnostics
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.
|Requires:||RATS version 4|
|Date of creation:||17 Mar 2000|
|Note:||This module is copyright 1993 by Bank of Canada.|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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