How to apply newey-west standard error to adjust---Tvalues
Afficher commentaires plus anciens
Dear All;
I want to check my vector EWe if it's significantly different from zero
but I want to use the newey west standard error (with 24 lags) to adjust the output t-value
I know for regression I can directly use function se = NeweyWest(e,X,L) to get the std error how ever I don't know how to do it for Hypothesis test
How can I do this for the below example?
[h,p,ci,stats]= ttest(EWe ,EWe *0 ) ;
t-val=stats.tstat
Thanks
Réponses (0)
Catégories
En savoir plus sur Statistics and Machine Learning Toolbox dans Centre d'aide et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!