Search found 3 matches
- Thu Jun 19, 2014 10:48 am
- Forum: Programming
- Topic: Create a table with unit root tests and p-values
- Replies: 4
- Views: 3470
Re: Create a table with unit root tests and p-values
That did the trick, thanks! Here is the final code that I used: 'select a group group unit_root 'create a table table ADF for !i = 1 to unit_root.@count %U1 = unit_root.@seriesname(!i) uroot(adf,const,dif=0,info=sic, save=level1) {%U1} ADF(1+!i,1) = %u1 ADF(1+!i,2) = level1(3,1) ADF(1+!i,3) = level1...
- Thu Jun 19, 2014 10:30 am
- Forum: Programming
- Topic: Create a table with unit root tests and p-values
- Replies: 4
- Views: 3470
Re: Create a table with unit root tests and p-values
It is calculating the unit roots, I just don't know how to get it to calculate the p-values.
- Thu Jun 19, 2014 10:21 am
- Forum: Programming
- Topic: Create a table with unit root tests and p-values
- Replies: 4
- Views: 3470
Create a table with unit root tests and p-values
Hi, I would like to create a table that calculates the unit root and associated p-values for a group of time series. I have used some code from other posts but can't quite get the result I'm looking for. My table will include unit root tests both with and without a trend for comparison purposes and ...