ADF test on Eviews 4

For questions of any nature based on EViews 5 or earlier versions of EViews.

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ADF test on Eviews 4

Postby hatoqaia » Sun May 18, 2014 9:43 am

Hello ,

please i have a question and I'll be appreciated if anyone help me :

i am running a unit root test ( ADF test ) in order to check if the variables are stationary or not
unlike the other versions of Eviews : in the Unit root test screen i have to enter the lagged difference and i am confusing what should i have to put ? 0,1, when i want to test the variables at level

and when i want to test the variables at first difference what lagged difference should i choose ?

EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: ADF test on Eviews 4

Postby EViews Glenn » Mon May 19, 2014 7:08 am

The lagged differences are the whitening variables, not the variable to test. The documentation describes the basic ideas behind the two different concepts

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