Dynamic ADF test

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wolly77
Posts: 32
Joined: Mon Oct 05, 2009 4:28 am

Dynamic ADF test

Postby wolly77 » Mon Oct 05, 2009 6:12 am

Dear trubador and other experts in Eviews programming,
I explain my problem. I have to run a dynamic ADF test on residuals of a DOLS (Stock-Watson (1993)) estimation. That is, since that I work with quarterly data, I have to repeat the DOLS estimation every quarter, generate the residuals serie of the estimation, make the test on residuals and copy the value in a table. Anyone could be so kind to help me to suggest how I can make all these oprations in a program language? Thanks.
Davide

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