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Then could you please advise how does URALL work?

Hi Gareth, I have looked into that option but there is no Doc for URALL. I have attached the image for you.

Hi there

Could we perform multiple time series ZAURoot test? If not, is there any other Add-ins for multiple time series breaking unit root test?

Thanks

Thanks Gareth. I have purchased the Academic version and found it so fantastic and efficient! Also I have added URALL into Eviews 9.5. Could you please guide me to the right direction where could I find a manual on how to use URALL? I couldn't find a specific thread for URALL in Add-ins discussion b...

Thanks and good answer. I am proceeding to purchase Academic version and waiting for Sales Rep to come back if it supports Add-Ins.

Sorry, I mean could I use Eviews 9.5 Student version to compute multiple time series ADF test? If yes, how? Thanks

Thanks Gareth for your suggestion. However, my Eviews is Student version and couldn't install Add-ins. May I know is there any turn around options than buying a full version of Eviews? I am using it for my thesis submission this month only. Thanks. Iris

Hi everyone, I am using Eviews 9. Could anyone advise how to use ADF unit root test for 121 time series? Each time series contains 15 years daily stock price. I have selected all the time series and open as a group. However the result is L.L.C, not ADF one. Appreciate if someone could help this out....

Hi, in addition, I am using Eviews 9S. To be more specific to my question, Levin is testing common unit root process which is similar to an ADF test on multiple time series. For ADF test on single time series, we could compare the t-statistic against the Model 0,1,2 critical value to reject or accep...

Hi there, I am a new user for Eviews. Appreciate if anyone could help out on interpreting the below results for 121 time series by using panel Unit Root test. Is the result random walk or mean reverting? Thanks. Exogenous variables: Individual effects Automatic selection of maximum lags Automatic la...