STANDARD NORMAL TABLE IN STATA HOW TO

This article shows a testing serial correlation of errors or time series autocorrelation in STATA.

STANDARD NORMAL TABLE IN STATA HOW TO

It also showed how to apply a correction for heteroscedasticity so as not to violate the Ordinary Least Squares (OLS) assumption of constant variance of errors. The previous article showed how to perform heteroscedasticity tests of time series data in STATA.

Rashmi Sajwan and Priya Chetty on October 22, 2018

Introduction to the Autoregressive Integrated Moving Average (ARIMA) model.

ARCH model for time series analysis in STATA.

How to identify ARCH effect for time series analysis in STATA?.

How to test and diagnose VECM in STATA?.

VECM in STATA for two cointegrating equations.

How to perform Granger causality test in STATA?.

How to perform Johansen cointegration test?.

How to perform Johansen cointegration test in VAR with three variables?.

Lag selection and cointegration test in VAR with two variables.

How to perform regression analysis using VAR in STATA?.

How to perform point forecasting in STATA?.

How to test time series autocorrelation in STATA?.How to perform Heteroscedasticity test in STATA for time series data?.How to predict and forecast using ARIMA in STATA?.ARIMA modeling for time series analysis in STATA.How to build the univariate ARIMA model for time series in STATA?.Handling unit root problem from Dickey-Fuller test in time series analysis.Problem of non-stationarity in time series analysis in STATA.How to set the 'Time variable' for time series analysis in STATA?.

Standard normal table in stata