Search found 2 matches
- Fri Oct 26, 2018 2:51 am
- Forum: Programming
- Topic: ADF test on multiple variables and saved in a table
- Replies: 3
- Views: 5050
Re: ADF test on multiple variables and saved in a table
unit_root_results(1,1+!i)=%name needs to be grabbing the correct element out of root_c, not %name. With what line of code do I need to realise that? I think the code up until " uroot( adf, const, dif=0, save=root_c) {%name] " is correct. What is the code to ensure that? group unit_root lo...
- Wed Oct 24, 2018 6:43 am
- Forum: Programming
- Topic: ADF test on multiple variables and saved in a table
- Replies: 3
- Views: 5050
ADF test on multiple variables and saved in a table
Hello, I seek to improve the efficiency of performing ADF tests on group of variables. I want the eviews to test each variable in the the group and report back t-stat or pvalue (if possible) in a matrix corresponding to the variable name. There would be two ADF tests: (1) including constant and (2) ...
