EViews.com

Finally, the answer! I was running the unit root test over the same series, and with this, the AIC obtained with lag 0 was -2.855214. However, this unit root used 11 obs, while with the lag 1 we have only 10 obs. Now, if I restrict the first unit root to use only 10 obs I get the same result as you,...

Ok! Thanks.

Yes, I used a common sample. Actually, I have just found that this problem(*) also happens with unit root tests on time series. If you would like to replicate the problem here goes: (*) I'm not sure if it is really a problem, yet. -Given the two series: y1t: -0.02889473846674593 -0.00656501803350378...

Hi! Is the information criteria used in Panel Unit Root Tests (like the Fisher ADF) to select the lag length calculated by the formulas given in the Eviews help file? E.g.: In the help I found the following Akaike definition: AIC = -2*(l/T) + 2*(k/T) where l is the value of the log of the likelihood...

Hello there! I would like to know if is there any statistical distribution function that returns the p-value for the ADF t-stat. Something like the @tdist() function, but with the ADF distribution. I read in the help that Eviews uses MacKinnon (1991, 1996) critical value calculations. How can I acce...

If I correctly understand what you want I would do something like this: Let's say you have a table with each row representing an equation that you would like to estimate, and each column representing a variable. The first, obviously, is the dependent variable. Name this table as "specifications...

What happens if you try this:

%hour = "1"
%estimate = {"est_"+%hour}
myequation.ls {%estimate}

Alternatively, you can do it without the new function: 1 - Fit the equation to a temporary series: eq01.fit(u,f=na) tmp_series 2 – Lets say your equation is specified as: y=c(1)+c(2)*x1+c(3)*x2. Then you can generate a series with the fixed effects with: genr fix_effects=tmp_series-(eq01.@coefs(1)+e...