Introduce of object in program

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Jason, EViews Moderator

sam SAM
Posts: 21
Joined: Tue Dec 26, 2017 4:31 am

Introduce of object in program

Postby sam SAM » Thu Dec 28, 2017 3:17 am

Introduce of Dickey-Fuller table (programming; command)

Hello

Please, in the programming, how to introduce (programming; command) critical values Mackinnon test the unit root Dickey-Fuller (Dickey-Fuller table according to the significance and the number of observations)?

Thank you very much

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11504
Joined: Tue Sep 16, 2008 5:38 pm

Re: Introduce of object in program

Postby EViews Gareth » Thu Dec 28, 2017 9:26 am

You cannot, currently.
Follow us on Twitter @IHSEViews

sam SAM
Posts: 21
Joined: Tue Dec 26, 2017 4:31 am

Re: Introduce of object in program

Postby sam SAM » Thu Dec 28, 2017 10:12 am

PLEASE, WHY?

sam SAM
Posts: 21
Joined: Tue Dec 26, 2017 4:31 am

Re: Introduce of object in program

Postby sam SAM » Thu Dec 28, 2017 10:29 am

Sorry, i am doctoral student in economics sciences interested by Eviews programming.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11504
Joined: Tue Sep 16, 2008 5:38 pm

Re: Introduce of object in program

Postby EViews Gareth » Thu Dec 28, 2017 10:43 am

Because it isn't available as part of EViews.
Follow us on Twitter @IHSEViews

sam SAM
Posts: 21
Joined: Tue Dec 26, 2017 4:31 am

Re: Introduce of object in program

Postby sam SAM » Thu Dec 28, 2017 11:38 am

Excuse me, but normally these values exist at the Eviews level, because eviews it displays these values.

Please, I am looking for the critical tabular values of DICKEY-FULLER.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11504
Joined: Tue Sep 16, 2008 5:38 pm

Re: Introduce of object in program

Postby EViews Gareth » Thu Dec 28, 2017 11:39 am

Yes, EViews displays them, but they are not programmatically retrievable.
Follow us on Twitter @IHSEViews

sam SAM
Posts: 21
Joined: Tue Dec 26, 2017 4:31 am

Re: Introduce of object in program

Postby sam SAM » Thu Dec 28, 2017 11:57 am

I need them as critical values in a table, and I do not need to program them or calculate them. I only need these values, and if they do not exist, look for the command (command) in which the criticals probability values.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11504
Joined: Tue Sep 16, 2008 5:38 pm

Re: Introduce of object in program

Postby EViews Gareth » Thu Dec 28, 2017 12:53 pm

EViews does not provide them. If you just need the table, I'm sure the original papers have them.
Follow us on Twitter @IHSEViews

sam SAM
Posts: 21
Joined: Tue Dec 26, 2017 4:31 am

Re: Introduce of object in program

Postby sam SAM » Thu Dec 28, 2017 1:38 pm

EVIEWS not only displays these values, it also displays the prob. critic. (p-values), so normally it is introduced beforehand.

startz
Non-normality and collinearity are NOT problems!
Posts: 3194
Joined: Wed Sep 17, 2008 2:25 pm

Re: Introduce of object in program

Postby startz » Thu Dec 28, 2017 2:55 pm

If Gareth tells you that some feature isn't built into EViews, you should probably believe him.

You can freeze a unit root view to get a table and then retrieve the critical values from the table, but it will probably take more work to figure out the location in the table than to look up the original paper.

sam SAM
Posts: 21
Joined: Tue Dec 26, 2017 4:31 am

Re: Introduce of object in program

Postby sam SAM » Thu Dec 28, 2017 3:43 pm

Ok, it's possible, you have the original paper?
Cordially

startz
Non-normality and collinearity are NOT problems!
Posts: 3194
Joined: Wed Sep 17, 2008 2:25 pm

Re: Introduce of object in program

Postby startz » Thu Dec 28, 2017 3:47 pm

Part of being a doctoral student is learning to find papers for yourself.

sam SAM
Posts: 21
Joined: Tue Dec 26, 2017 4:31 am

Re: Introduce of object in program

Postby sam SAM » Thu Dec 28, 2017 4:05 pm

If it exists I take the opportunity, because I am very busy and very busy (I'm late), but if not, no problem.

sam SAM
Posts: 21
Joined: Tue Dec 26, 2017 4:31 am

Re: Introduce of object in program

Postby sam SAM » Thu Dec 28, 2017 4:24 pm

Good Evening
Please, the DF test critical values are the same with the ADF test?


Return to “Programming”

Who is online

Users browsing this forum: Bing [Bot] and 3 guests