[原创]在SAS中检测数据的 线性， 正 态分布，序列相 关, 异方差性, 静态异方差性，邹氏检验 , 联合假设检验,

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

自己作研究时写的一些程序。也许对一部分人有用。

DM 'LOG; Clear; Output;Clear;';

/* Example Program for Misspecification Testing */

PROC IMPORT OUT= WORK.SLIP

DATAFILE= "H:\AGEC6213\SLIP.xls"

DBMS=EXCEL2000 REPLACE;

GETNAMES=YES;

data slip; set slip;

t+1;

Proc Reg simple;

model slip = buysell ny ncv;

plot predicted.*residual.;

Proc Autoreg archtest dwprob;

model slip = buysell ny ncv/ reset godfrey normal chow = 148;

output out =two resid = ehat;

Data mtest;set two;

esquared = ehat * ehat;

lagesqu = lag(esquared);

lagehat = lag(ehat);

ncv2 = ncv * ncv;/* Other squared terms are not included because they are dummies */

ncvny = ncv * ny;

ncvbuy = ncv * buysell;

t+1;

Proc reg;

model esquared = buysell ny ncv;/* Static heteroskedasticity */

model ehat = t buysell ny ncv;/* Structural change using a time trend */

Proc reg;/* Joint Tests */

model ehat = lagehat t ncv2 ncvny ncvbuy buysell ny ncv;/* Joint conditional mean */

model esquared = lagesqu buysell ny ncv;/* Joint conditional variance */

run;

[此贴子已经被作者于2007-2-9 7:21:19编辑过]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏6 回帖

关键词：异方差性 假设检验 异方差 conditional Structural 方差 序列 SAS 线性 邹氏

总结的好！赞！

原来邹检验在这里，赞

我是一菜鸟，除了导入数据，其他的没有看懂……学习！！！

可以解释一下么~~~呵呵  学习中~~