HEGY seasonal unit root test

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tsui_kan
Posts: 4
Joined: Wed Jan 12, 2011 1:47 pm

HEGY seasonal unit root test

Postby tsui_kan » Mon Jul 29, 2013 12:49 am

Hi,

I'm dealing with the monthly series data.

Can anyone advise how to check the sesonal unit root at the monthly time series using the Eviews HEGY Seasonal Unit Root Tests?

Kan

EViews Glenn
EViews Developer
Posts: 2620
Joined: Wed Oct 15, 2008 9:17 am

Re: HEGY seasonal unit root test

Postby EViews Glenn » Wed Jul 31, 2013 7:17 am


tsui_kan
Posts: 4
Joined: Wed Jan 12, 2011 1:47 pm

Re: HEGY seasonal unit root test

Postby tsui_kan » Wed Jul 31, 2013 10:27 pm

Hi Glen,

Thanks for the link.

However, I still have the problem when I get the stage as below:

'create seasonal dummies
for !i=1 to 11
series s!i = @seas(!i) - @seas(12)
next

My question is that should I do it step-by-step following the command line or whole set of command?

Looking forward to hearing your advice again.

Kan

EViews Glenn
EViews Developer
Posts: 2620
Joined: Wed Oct 15, 2008 9:17 am

Re: HEGY seasonal unit root test

Postby EViews Glenn » Thu Aug 01, 2013 10:21 am

I'm not sure what your question is, but it sounds like you want to run parts of the program. That should be fine. You are probably best off posting in the original thread as the original post was from the person who wrote the program lines.


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