AIC and Schwarz statistc

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otemtamy
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Joined: Wed Apr 01, 2009 11:10 am

AIC and Schwarz statistc

Postby otemtamy » Thu Apr 02, 2009 8:13 am

Table ADF
uroot(adf, const, dif=0,save=level1) X
ADF(1,1)="Country"
ADF(2,1)="t-Value - constant"
ADF(3,1)="p-value - constant"
ADF(4,1)= "Lags"
ADF(5,1)=" "
ADF(6,1)=" "
ADF(7,1)= "t-Value - Constant & trend"
ADF(8,1)="p-value - Constant & trend"
ADF(9,1)="Lags"
ADF(1,1+!i)=%name
ADF(2, 1+!i)= level1(3,1)
ADF(3, 1+!i)= level1(4,1)
ADF(4, 1+!i)= level1(2,1)
ADF(5, 1+!i)= @aic
ADF(6, 1+!i)= @schwarz

I am running the above ADF unit root test for x and I am trying to store some resulting statistics into table ADF. I need help garbing and storing the AIC and Schwarz. It is not working, can someone help?

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