Search found 2 matches

by New_user_ds
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...
by New_user_ds
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) ...

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