A question about Dickey Fuller test.

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

Liu
Posts: 90
Joined: Tue Jun 08, 2010 6:22 am

A question about Dickey Fuller test.

Postby Liu » Mon Aug 01, 2011 1:33 pm

HI all,
I am using Augmented Dickey Fuller test. And I want to test the joint significance of the intercept and trend terms. Is there a way
I could generate or fetch a Fisher test statistics based on the output of the ADF test equation?

( the idea is that: I want to test H0: b0=b1=b2=0, versus Ha: not all b0, b1, b2 are zero. where b0, b1 and b2 are coefficients of the regression.)


Thank you in advance.

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests