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
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