ERRORHELP

For questions regarding programming in the EViews programming language.

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adarshad
Posts: 101
Joined: Wed Sep 05, 2018 10:32 am

Re: ERRORHELP

Postby adarshad » Thu Dec 20, 2018 7:06 pm

THANKYOU..I have no words to keep saying thankyou

adarshad
Posts: 101
Joined: Wed Sep 05, 2018 10:32 am

unitroot

Postby adarshad » Sun Dec 23, 2018 7:21 am

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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