Copy (repeated) t-stats from table-cells to series

[Kavorka]

I check the PDF-documentation of PPUROOT and realized that it is not possible to save the t-statistics.

Code: Select all

wfcreate FILE u 1 500
genr y = nrnd
y.ppuroot(lag=1, model=A)


1. Can I save the unit root test statistic into a series (in repeated models) by a syntax command?

2. As a sloppy but working solution, can I freeze the output and save the cell there the t-statistic is reported in the TABLE ? GENERAL QUESTION WHICH SHOULD BE INTERESTING TO EVERYONE WORKING WITH ADD-INS, SINCE THEN YOU CAN SAVE THIS FOR ANY ADD-IN TEST.

(Clearification! First I run regression 1, save the perron unit root test t-test in a series z at the first row... run regression 2, save thesave the perron unit root test t-test in a series z at the second row... etc...)

[EViews Gareth]

I would imagine it is fairly straight forward to modify the add-in code to output the stats into any form you want.