Fixed bandwidth for PP unit root

[tcfoon]

Dear All,

I am using the following code to generate PP unit root result with fixed bandwidth but Eviews still use the automatic selection procedure:

Y.uroot(pp, const, lag=4, dif=1)

Please advice,

Thank you,
tcfoon

[EViews Glenn]

The reason for this behavior is that a lag is not a bandwidth and vice versa. You need to use the "band=" or "b=" option to set the bandwidth. The "lag=" option sets the lag length used in ADF style estimators.

[tcfoon]

Dear Glenn,

Thank you and I manage to do it.

haha... so simple