I am working on the Markov Switching Model (using mswitch command), I have calculated standardized residuals. How can I calculate p values of Normality, ARCH(1) and Autocorrelation of standardized residuals in Stata to compare different models?
Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.
0 Response to Checking Residuals after running Mswitch
Post a Comment