? ===============================================================
?
proc fitest trace ndf ;            
?
? Procedure to perform chisq test for PI matrix constraints.
?    npi is the number of unconstrained PIs. 
?    ncoef is the number of coefficients estimated in
?          constrained model. 
?    ndf is the number of constraints.
? The trace criterion for the constrained model has the 
? chi-squared distribution with ndf degrees of freedom.
? This procedure also computes the residuals and the 
? serial correlation matrix for the disturbances.
?  
  local ncoef ;
  set trace = @tr ;
  mat ncoef = nrow(@coef) ;
  set ndf = npi-ncoef ;
  cdf(chisq,df=ndf) trace ;
  smpl 1 n ;
  dot 8686-8688 8786-8788 8886-8888 ;
    genr pieq. pi. ;
  enddot ;
  dot 86-88 ;
    genr pieq. slf. ;
    u. = sl.-slf. ;
  enddot ;
  corr ulist ;
  smpl 1 1 ;
endp fitest ;
?
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