Page 1 of 1

ADF test on Eviews 4

Posted: Sun May 18, 2014 9:43 am
by hatoqaia
Hello ,

please i have a question and I'll be appreciated if anyone help me :

i am running a unit root test ( ADF test ) in order to check if the variables are stationary or not
unlike the other versions of Eviews : in the Unit root test screen i have to enter the lagged difference and i am confusing what should i have to put ? 0,1, when i want to test the variables at level

and when i want to test the variables at first difference what lagged difference should i choose ?

Re: ADF test on Eviews 4

Posted: Mon May 19, 2014 7:08 am
by EViews Glenn
The lagged differences are the whitening variables, not the variable to test. The documentation describes the basic ideas behind the two different concepts