When tying to perform ADF test with trend and intercept EVIEWS 7.1, with hourly (7day data) gives me an Error Message that reads "Illegal date 12/29/200623:00". But, when I try to perform a ADF with just intercept I do not get any error message and the computation takes place (apparently) fine, also, the referred date its not even in the sample I’m currently working with.
Is this a bug? or I'm just trying to do something essentially wrong?
ADF unit root test illegal date with hourly data
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: ADF unit root test illegal date with hourly data
Almost certainly a bug. I'll investigate it.
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