[Gretl-users] Application of help

[Giogio Vignasli]

Who can give me a help to interpret the non parametric tests of Gretl.

It deals with the verification of residues of regression. Is The succession casual?

Thanks of everything

George Vignali



Test of the successions (first differences)


Number of successions (R) in the variable 'uhat1' = 65Sotto 
the null hypothesis of casualness, R follows N(53, 5,07445)Valore 
zes = 2,36479, with p-value twos tails 0,0180403

Test of the successions (levels)

Number of successions (R) in the variable 'uhat1' = 49

Under the null hypothesis of casualness, R follows N(53,5, 5,09902)

Value z = 0,882523, with p-value twos tails 0,377494



Test for the difference between yhat2 and uhat1

Test of the sign

Number of differences: n = 105

Number of cases with yhat2> uhat1: w = 105 (100,00%)

Under the null hypothesis of equality, W follows B(105, 0,5)

Prob(W <= 105) = 1

Prob(W >= 105) = 2,46519e-032



Italian version


Test delle successioni (differenze prime)

Numero di successioni (R) nella variabile 'uhat1' = 65
Sotto l'ipotesi nulla di casualità, R segue N(53, 5,07445)
Valore z = 2,36479, con p-value a due code 0,0180403

Test per la differenza tra yhat2 e uhat1

Test del segno

 

Numero di differenze: n = 105

  Numero di casi con yhat2 > uhat1: w = 105 (100,00%)

  Sotto l'ipotesi nulla di uguaglianza, W segue B(105, 0,5)

  Prob(W <= 105) = 1

  Prob(W >= 105) = 2,46519e-032
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