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Thanks that was really helpful.:-D

Thanks. I think I've made the series now. The problem is that the series start in 1970Q1 like the rest of the series in my workfile. But this particular series is suppose to start 25 quarters after, that is 1976Q1

I used the following code to make the ADF-statistics: !width = 25 !lastfirst = @obsrange-!width+1 matrix(!lastfirst, 1) uroot for !i=1 to !lastfirst smpl @first @first+!i-1+!width-1 freeze(bb) "variable".uroot(const, info=tstat, lagpval=0.05) uroot(!i, 1) = @val(bb(7, 4)) if (@isobject(&qu...

Hey I have made a recursive augmented Dickey Fuller test on a time series dataset of 170 observations. In my worksheet the obs. range goes from 1970Q1 to 2012Q1. My first subset has 25 observations, so that the series og ADF tests start in 1976Q1 and ends in 2012Q1 My problem is that currently the g...

Nevermind. Found it myself.. It is lagpval=0.05.

It seems eviews uses 0.1 as the default for critical value for choosing the significance of t-stats with this method? How do I change this to 0.05?

That worked. Thank you very much for your help.

I am writing a program for freezing some ADF-statistics from a recursive regression.. How do I tell eviews in the programming that I want it to use significant t-stats as my criteria for choosing lag length?