' VAR residual tests
' replicates Lutkepohl (1991, pp.148-158)
' version 4 beta
' 1/10/2000 h
' last checked 9/19/2000 h

'change path to program path
%path = @runpath
cd "{%path}"

' load workfile
load lut1

' estimate VAR
smpl 1960:1 1978:4
var1.ls 1 2 y1 y2 y3 @ c

' residual correlograms (Fig 4.2, p.149)
freeze(fig42) var1.correl(12,graph)
show fig42

' portmanteau test (p.152)
freeze(tab_p152) var1.qstats(12,name=qstat)
show tab_p152

' normality test (p.158)
freeze(tab_p158) var1.jbera(factor=chol,name=jbera)
show tab_p158

