ERRORHELP
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Re: ERRORHELP
THANKYOU..I have no words to keep saying thankyou
unitroot
Code: Select all
group g *
g.drop resid
g.drop DaTE 'put every series in the workfile into a group
table (504,504) ADF
for !i=1 to g.@count 'loop through every series in the first group
%name = g.@seriesname(!i) 'grab the current series name
uroot(adf, none, dif=0,save=level1) {%name}
ADF(1,1+!i)=%name
ADF(2, 1+!i)= level1(3,1)'
uroot(adf, const, dif=0,save=level2) {%name}
ADF(5, 1+!i)= level2(3,1)'
uroot(adf, trend, dif=0,save=level3) {%name}
ADF(7, 1+!i)= level3(3,1)
next
I want to store pvalues and adf test statistic values (with all three options) at level 0.
As I AM TESTING IN GROUP? IS IT PANEL UNITROOT OR A SINGLE SERIES UNITROOT AS I NEED SINGLE SERIES UNIT ROOT FOR MY OLS REGRESSIONS
do you give any example for recording pvalue for sure or add to this programe.???
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