Search found 2 matches
- Wed Oct 10, 2012 10:50 pm
- Forum: Econometric Discussions
- Topic: Different numbers in ADF test
- Replies: 2
- Views: 2825
Re: Different numbers in ADF test
I'm using Eviews7, Gareth. And you are right. I did the same thing you did. As you posted, they were perfect match. Below is what I did. And I attached a screenshot. The range of lrgdp data is from 1947q1 to 2008q2. I set the sample period from 1960q4 to 2002q1. 1. Using built-in ADF test Open 'lrgd...
- Sun Oct 07, 2012 2:23 am
- Forum: Econometric Discussions
- Topic: Different numbers in ADF test
- Replies: 2
- Views: 2825
Different numbers in ADF test
Sorry for this trivial question. But I'd like to know why this happens^^ Below are results from ADF tests in eviews. Upper one: I myself estimated ADF equation. Lower one: Result from the built-in ADF test in Eviews. Everything is the same except for the value of the contant. Upper one: the constant...
