TEST Statement

The VARMAX Procedure

TEST Statement

TEST restriction ... restriction ;

The TEST statement performs the Wald test for the joint hypothesis specified in the statement. The restriction's form is parameter = value and each restriction is separated by commas. The restriction's form is referred to by the same rule in the RESTRICT statement. Any number of TEST statements can be specified.

To use the TEST statement, you need to know the form of the model. If you do not specify any order of the model, the TEST statement is not applicable.

See the "Granger-Causality Test" section for the Wald test.

The following is an example of the TEST statement. In case of a bivariate (k=2) VAR(2) model,

   proc varmax data=one;
      model y1 y2 / p=2;
      test AR(1,1,2)=0, AR(2,1,2)=0;  
   run;

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