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st: ksmirnov

From   tzygmund mcfarlane <[email protected]>
To   [email protected]
Subject   st: ksmirnov
Date   Mon, 28 Sep 2009 12:46:52 +0100

I am trying to test if a series is t-distributed with (say) 6 degrees
of freedom using a Kolmogorov-Smirnov test. Is this the right way to
do it?

webuse wpi1
g returns = D.ln_wpi
ksmirnov returns = 1-ttail(6, returns)

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