Search found 3 matches
- Sun Feb 03, 2013 11:16 am
- Forum: Programming
- Topic: Help with storing the p-values from a unit root test
- Replies: 3
- Views: 5130
Re: Help with storing the p-values from a unit root test
Solved it! Using an example from you Eviews Gareth and fiddling around with it a little bit. Here is the code if anyone needs it sometime :wink: matrix (52,1) ys_p 'create empty equation to be used inside the loop equation eq 'counter of how many equations we have run !rowcounter=1 for !i=1 to 52 fr...
- Sun Feb 03, 2013 10:05 am
- Forum: Programming
- Topic: Help with storing the p-values from a unit root test
- Replies: 3
- Views: 5130
Re: Help with storing the p-values from a unit root test
Thanks for your comment Eviews Gareth. I would like to run the ADF test for each individual series in the group. First series y1 and store the p-value, then y2 etc. It should be simple, but I hav'nt made it work yet. I will continue, but if you or anyone else have the code I would be very thankful :...
- Sun Feb 03, 2013 4:41 am
- Forum: Programming
- Topic: Help with storing the p-values from a unit root test
- Replies: 3
- Views: 5130
Help with storing the p-values from a unit root test
Dear Eviews experts, I have 52 series for which I want to run a unit root test and then store the p-values in a 52,1matrix. My dependent variables are placed in a group, ys. My code for the unit root test procedure is: matrix (52,1) ys_adf for !i=1 to ys.@count freeze(adftable) ys.uroot(adf, trend, ...