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HEGY seasonal unit root test
Posted: Mon Jul 29, 2013 12:49 am
by tsui_kan
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
Re: HEGY seasonal unit root test
Posted: Wed Jul 31, 2013 7:17 am
by EViews Glenn
Re: HEGY seasonal unit root test
Posted: Wed Jul 31, 2013 10:27 pm
by tsui_kan
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
Re: HEGY seasonal unit root test
Posted: Thu Aug 01, 2013 10:21 am
by EViews Glenn
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.