a program for the kpss test

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hnida
Posts: 9
Joined: Fri Jan 02, 2009 7:09 am

a program for the kpss test

Postby hnida » Fri Jan 02, 2009 11:18 am

Hi,
I want to use the kpss test but on the version of eviews i am using i don't have this test on the "view" window, i wanted to know if someone knew how to program a kpss test.
thanks

Gene
EViews Expert
Posts: 20
Joined: Wed Sep 24, 2008 1:08 pm

Re: a program for the kpss test

Postby Gene » Fri Jan 02, 2009 12:05 pm

hnida wrote:Hi,
I want to use the kpss test but on the version of eviews i am using i don't have this test on the "view" window, i wanted to know if someone knew how to program a kpss test.
thanks


If you have EViews 4.1 or later, then KPSS should be available. To access the test, open a series in a window, click on the <View> button and then select Unit Root Tests...

hnida
Posts: 9
Joined: Fri Jan 02, 2009 7:09 am

Re: a program for the kpss test

Postby hnida » Fri Jan 02, 2009 2:16 pm

thanks for taking the time to answer me, i do have the eviews3.0 but the kpss test is not available. I only can use the adf test and pp test.
I was wondering if someone had a programm in eviews language for the kpss test...

theodore04
Posts: 8
Joined: Fri Nov 07, 2008 9:22 am

Re: a program for the kpss test

Postby theodore04 » Thu Jul 09, 2009 6:36 am

I am also looking for an EViews code to perform the KPSS test statistic.

would it be possible for the EViews team or somebody else to post it in the repository?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12419
Joined: Tue Sep 16, 2008 5:38 pm

Re: a program for the kpss test

Postby EViews Gareth » Thu Jul 09, 2009 8:22 am

Given that the KPSS test has been available as a built in routine for almost 10 years now, it is unlikely that anyone will want to write one.
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