Actual, fitted, residual plots.
Wald tests for linear and nonlinear coefficient restrictions; confidence ellipses showing the joint confidence region of any two functions of estimated parameters.
Omitted and redundant variables LR tests, residual and squared residual correlograms and Q-statistics, residual serial correlation and ARCH LM tests.
White, Breusch-Pagan, Godfrey, Harvey and Glejser heteroskedasticity tests.
Chow breakpoint and forecast tests, Quandt-Andrews unknown breakpoint test, Ramsey RESET tests, OLS recursive estimation.
ARMA equation diagnostics: graphs or tables of the inverse roots of the AR and/or MA characteristic polynomial, compare the theoretical (estimated) autocorrelation pattern with the actual correlation pattern for the structuralresiduals, display the ARMA impulse response to an innovation shock.
Easily save results (coefficients, coefficient covariance matrices, residuals, gradients, etc.) to EViews objects for further analysis.
<See also Estimation and System of Equations for specialized testing procedures>.

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