Time Variable: Date, Jan-04 To Apr-13, But With Gaps - Tsset Date

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. tsset Date
time variable: Date, Jan-04 to Apr-13, but with gaps
delta: 1 day

. sum error

Variable Obs Mean Std. Dev. Min Max

error 112 -6.43e-07 130.4668 -241.214 328.4133


.003
.002
Density
.001
0

-200 -100 0 100 200 300


Residuals

/*Normality*/
. hist uhat
(bin=10, start=-241.21399, width=56.962732)

. hist uhat , bin(10)


(bin=10, start=-241.21399, width=56.962732)

. sum uhat, detail

Residuals

Percentiles Smallest
1% -223.5767 -241.214
5% -198.9548 -223.5767
10% -173.9729 -202.8833 Obs 112
25% -112.6955 -199.6505 Sum of Wgt. 112

50% -3.087385 Mean -6.43e-07


Largest Std. Dev. 130.4668
75% 90.97606 235.5061
90% 177.6294 244.4058 Variance 17021.58
95% 206.3917 306.2795 Skewness .1674797
99% 306.2795 328.4133 Kurtosis 2.276407

. sktest uhat

Skewness/Kurtosis tests for Normality


joint
Variable Obs Pr(Skewness) Pr(Kurtosis) adj chi2(2) Prob>chi2

uhat 112 0.4464 0.0296 5.23 0.0732

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