ADF test

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cyp74
Posts: 16
Joined: Tue Mar 13, 2012 4:47 pm

ADF test

Postby cyp74 » Mon May 07, 2012 9:17 pm

Hi, when I run the following line of code with any series, I still get the default setting "sic" for the information criteria. Any ideas? Thanks
seriesname.uroot(adf,trend,info=aic)
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: ADF test

Postby EViews Gareth » Tue May 08, 2012 6:25 am

If you run that line in a program, you'll see that it does, in fact, use the AIC.
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cyp74
Posts: 16
Joined: Tue Mar 13, 2012 4:47 pm

Re: ADF test

Postby cyp74 » Tue May 08, 2012 2:26 pm

Thanks Gareth, you are right. I was testing it on the command line.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: ADF test

Postby EViews Gareth » Tue May 08, 2012 2:44 pm

A minority of commands don't behave the same way in the command line and in a program. Can be confusing/frustrating.
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: ADF test

Postby EViews Glenn » Wed May 09, 2012 11:48 am

We'll make a note of this one and see how hard it is to get the dialog to read the command options.
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