Test Statistic Values for ADF Test Eviews 4.0

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siebenkaese
Posts: 5
Joined: Tue Nov 06, 2012 2:58 am

Test Statistic Values for ADF Test Eviews 4.0

Postby siebenkaese » Wed Nov 07, 2012 5:09 am

Hi

is it possible to directly get the critical values for the ADF test. I have a program that records the ADF test statistics. Now I would like to compare these to the respective critical values.

Thanks in Advance,

S.

EViews Glenn
EViews Developer
Posts: 2530
Joined: Wed Oct 15, 2008 9:17 am

Re: Test Statistic Values for ADF Test Eviews 4.0

Postby EViews Glenn » Tue Nov 27, 2012 8:03 am

Unfortunately not.

We've thought about providing access to the function that does the calculation. The problem is that in many cases the return value comes with a warning that the results are suspect or are limited in some fashion and we haven't agreed on what interface we should use to handle these cases. Thinking about it now, perhaps we could split it up into two functions, one for the value and the other for the status code. We'll discuss this again. I'll put it on the list of things to consider for future versions of EViews. But it will be for future (post 7 at the earliest) versions.

siebenkaese
Posts: 5
Joined: Tue Nov 06, 2012 2:58 am

Re: Test Statistic Values for ADF Test Eviews 4.0

Postby siebenkaese » Tue Nov 27, 2012 10:27 am

Hi,

thanks for the reply. I figured out, that I only need a certain number of critical values, because sample size and test regression do not change a lot. I just put them directly into the program.

Best,

S.


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