Hello,
I would like to run the ADF test using the AIC for automatic lag selection.
For this purpose, I use the following command:
myseries.uroot(infosel=aic)
However, I get the error message:
"infosel=aic is an unrecognized option for UROOT..."
Is there anything I am missing?
Thanks.
Regards,
PK
Information criterion for automatic lag length selection
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt
Information criterion for automatic lag length selection
Last edited by pka on Tue Aug 20, 2019 9:42 am, edited 1 time in total.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Infotmation criterion for automatic lag length selection
EViews Gareth wrote:http://www.eviews.com/help/helpintro.html#page/content%2Fseriescmd-uroot.html%23ww204858
Many thanks indeed Gareth. This works.
The command & programming pdf manual accessible from EViews 10's help menu still lists the option "infosel=arg". So maybe, that should be updated.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Information criterion for automatic lag length selection
The Command and Programming reference doesn't have any listing for the series.uroot proc.
It is listed in the Object Reference.
It is listed in the Object Reference.
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