GURoot

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abdnfinancestudent
Posts: 1
Joined: Fri Apr 25, 2014 4:47 am

GURoot

Postby abdnfinancestudent » Fri Apr 25, 2014 5:06 am

Hello,

I have a question in regard tot he GURoot add-in. When I try using the Dickey-Fuller GLS unit root test I get the following error "DFGLS is an unrecognised option for UROOT in "do_resilts08,Append LCPIE.UROOT(const, DIF=0, DFGLS, info=AIC, maxlag=*, save=_temp01)"". The ADF test is working properly and it delivers the same results as the in-build test in Eviews 8. I am using a panel workfile and I was trying to use the DFGLS test also.

Regards,

Boz
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clubmed
Posts: 81
Joined: Sun Nov 30, 2014 3:03 am

Re: GURoot

Postby clubmed » Thu Jan 14, 2016 9:30 am

can you extend this add-in to use intercept+trend+ quadratic trend for ADF, i have modifie the programme but any idea, can you help me please, the code is attached below
Attachments
guroot with intecept+trend+sqtrend.rar
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