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
HEGY seasonal unit root test
Moderators: EViews Gareth, EViews Moderator
-
- EViews Developer
- Posts: 2671
- Joined: Wed Oct 15, 2008 9:17 am
Re: HEGY seasonal unit root test
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
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 Developer
- Posts: 2671
- Joined: Wed Oct 15, 2008 9:17 am
Re: HEGY seasonal unit root test
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.
Return to “General Information and Tips and Tricks”
Who is online
Users browsing this forum: No registered users and 12 guests