EViews 11: DHF seasonal unit root test

For making suggestions and/or requests for new features you'd like added to EViews.

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ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

EViews 11: DHF seasonal unit root test

Postby ecofin » Fri Mar 08, 2019 10:07 am

Hi for all,
Could you Add DHF seasonal unit root in the next edition with unit root test (for educational and teaching in class).

EViews Mirza
Posts: 46
Joined: Sat Apr 22, 2017 8:23 pm

Re: EViews 11: DHF seasonal unit root test

Postby EViews Mirza » Fri Mar 08, 2019 12:23 pm

Hi! At the moment we've chosen to only support HEGY, Likelihood HEGY, Canova-Hansen, and the Variance Ratio seasonal unit root tests. Following Ghysels, Lee, and Noh (1994) we've decided against initial support for the DHF test. This is by no means a permanent decision and we may in fact decide to support the latter in coming EViews iterations, but at the moment it's a lower priority objective.

ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

Re: EViews 11: DHF seasonal unit root test

Postby ecofin » Sat Mar 09, 2019 1:16 pm

Hi!,
1-ok!.
2-Another question: can eviews 11 estimate ARFIMA-GARCH, if i understand the function @fracdiff(s,n), can be useful to estimate ARFIMA-GARCH, and another fractional differential models.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12169
Joined: Tue Sep 16, 2008 5:38 pm

Re: EViews 11: DHF seasonal unit root test

Postby EViews Gareth » Sat Mar 09, 2019 1:27 pm

Not built in
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