How can i store unit root statistics?

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fcscunha
Posts: 13
Joined: Mon Oct 19, 2009 6:19 am

How can i store unit root statistics?

Postby fcscunha » Tue Feb 01, 2011 10:28 am

Hi,
i a trying to store the unit root p-value from several series independently.

My commands are the following:

"matrix (nsers,1) outputs_ur
for !i=1 to guc.@count

%iname = guc.@seriesname(!i)
'freeze(tab_) %iname.uroot(adf,const,info=sic)
outputs_ur(!i,1) = @val(tab_(7,5))
d pvalue
d tab_
next"

However, the message: "%iname is not defined in "'freeze(tab_) %iname.uroot(adf,const,info=sic)".

Can you help me?

Regards

Fernando Cunha

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: How can i store unit root statistics?

Postby EViews Gareth » Tue Feb 01, 2011 10:35 am

You probably need to put %iname in braces:

Code: Select all

freeze(tab_) {%iname}.uroot(adf,const,info=sic)


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