Storing Variables of Unit Root Test Output

[thaigrrr]

I'm writing a program to take a group of series through unit root test one-by-one. The program is testing all three uroot options--const, trend, and none--but the code is quite lengthy because the output table for each option is not in the same size. So, if I want to keep DW for instance, then I'd have to specify the table position differently for each option. From what I've read/found on the forum, there's no easy way around this (correct?). It'd be a nice option to store these output variables--besides C and resids--in something that can be easily recall.

Thank you

[EViews Gareth]

Actually, I believe the uroot command has an save= option that lets you specify the name of a matrix in which to store results. The results aren't labelled, but if you look at the output once, you should be able to work out what is what.

Code: Select all

gdp.uroot(save=myoutput)


[thaigrrr]

Hi Gareth,

You're right about the save= option. Unfortunately the information saved is quite limited, and not the ones that I need. (I think it's only saving obs, max lag length (but not the actual no. lag used), ADF t-statistic, and ADF p-value. I couldn't match up the rest.) Perhaps save= option can be expanded to include other output variables (if not all)?

Thank you

[thaigrrr]

Just to quickly add to my previous comment.

It looks like the lag length used is recorded with save= option. So, I assume that all the NAs I'm seeing now (and couldn't match previous) are most likely associated with other options that weren't used here.