ADF unit root test illegal date with hourly data

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pablete
Posts: 7
Joined: Wed Mar 02, 2011 5:10 am

ADF unit root test illegal date with hourly data

Postby pablete » Mon Mar 21, 2011 5:20 am

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?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: ADF unit root test illegal date with hourly data

Postby EViews Gareth » Mon Mar 21, 2011 7:56 am

Almost certainly a bug. I'll investigate it.
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