programming ADF

[seg_b]

Hi,

I'm trying to program an ADF test.
This is my program :

http://www.getproxy.org/view/index.php? ... OWQ5OTM%3D

At the end, I get a table named ADF contening :
stat
pvalue
df
for every variable end every integration order.

The point is I want to extract ssr from every unit root test view because I want to test :
H0 : b=0
F = ((SSR1c - SSR1)/2)/(SSR1/DF)

and

H0 : c=0
F = ((SSR2c - SSR2)/2)/(SSR2/DF)

I tried using freeze but it doesn't work in my program.
freeze %name.uroot

thanks for helping

[EViews Gareth]

The freeze command requires that you give the output table a name. Something like:

Code: Select all

freeze(mytable) myseries.uroot

where mytable is the name of the table that will be created, and myseries is the name of the series you're performing the unit root test on.

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Ok, so I wrote :

freeze(table_test) %name.uroot

but I get this error message :

[EViews Gareth]

You need braces around %name.