| Option |
Description |
|
ACF
|
Prints the Autocorrelation Function of residuals and associated test statistics for various orders of autocorrelation.
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BACKWARD
|
Used with the RECUR option if you want to compute BACKWARDS recursive residuals.
|
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BOOTLIST
|
Used with the BOOTSAMP= option to print the entire list of Bootstrapped coefficients for every generated sample.
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CHOWTEST
|
Used to obtain a set of sequential Chow test statistics and sequential Goldfeld-Quandt test statistics which split the sample in 2 pieces at every possible point.
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CTEST
|
Computes Pinkse's C-test for serial independence of the residuals and saves the results in $CTES.
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GRAPH
|
Prepares gnuplot plots of the recursive residuals when the MAX or RECUR options are specified.
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HANSEN
|
Hansen test for parameter instability.
|
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HET
|
Runs a series of tests for heteroskedasticity.
|
|
JACKKNIFE
|
Runs a series of regressions, successively omitting a different observation to get the "Jackknife Coefficient Estimates".
|
|
LIST
|
Prints a table of observed and predicted values of the dependent variable, and regression residuals.
|
|
MAX
|
This option is equivalent to specifying the LIST, RECUR, ACF, RECEST, RECRESID, BACKWARD, CHOWTEST, RESET and HET options.
|
RECEST/
NORECEST
|
Used with the RECUR option if you want to print the recursive estimated residuals.
|
RECRESID/
NORECRESID
|
Used with the RECUR option if you want to print the recursive residuals.
|
|
RECUR
|
Performs Recursive Estimation by running a series of regressions adding one observation per regression. Recursive residuals and CUSUM tests are printed.
|
|
RESET
|
Used to compute the Ramsey RESET specification tests.
|
WHITE/
NOWHITE
|
NOWHITE excludes the computation of White test statistics for heteroskedasticity.
|
|
WIDE/NOWIDE
|
NOWIDE reduces the width of output to 80 columns from 120 columns.
|
|
BOOTSAMP=
|
Bootstraps the previous OLS regression.
|
|
BOOTUNIT=
|
Writes out the generated coefficients for each sample in a Bootstrap experiment on the unit specified.
|
|
CHOWONE=
|
Specifies the breakpoint for the Chow test.
|
|
GQOBS=
|
Used with the CHOWTEST option to specify the number of observations to be omitted for the Goldfeld-Quandt test.
|
|
MHET=
|
Used with CHOWTEST or RECUR options to specify M, the number of residuals to use in Harvey's Recursive Residual Exact Heteroskedasticity test.
|
|
RECUNIT=
|
Used with the RECUR option if you want to write the recursive estimates and residuals on the Fortran Unit number specified.
|
|
SIGLEVEL=
|
Used with RECUR option to specify the significance level desired for the CUSUM and CUMSUMSQ tests.
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