How do I perform multivariate ADF testing?

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
Seeking_Knowledge
Posts: 20
Joined: Sat Mar 22, 2014 1:42 pm

How do I perform multivariate ADF testing?

Postby Seeking_Knowledge » Sun Apr 06, 2014 9:33 am

Hello

If I have 3 dependent variables and 3 independent variables - is it possible to perform a multivariate ADF test.

Please see attached file example
Attachments
ExampleMultivariateADF.PNG
ExampleMultivariateADF.PNG (25.68 KiB) Viewed 5717 times
Top
Seeking_Knowledge
Posts: 20
Joined: Sat Mar 22, 2014 1:42 pm

Re: How do I perform multivariate ADF testing?

Postby Seeking_Knowledge » Tue Apr 08, 2014 7:15 am

.
Last edited by Seeking_Knowledge on Thu Apr 10, 2014 10:30 am, edited 1 time in total.
Top
EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: How do I perform multivariate ADF testing?

Postby EViews Glenn » Tue Apr 08, 2014 7:21 am

Multivariate ADF tests are not a built-in feature in EViews 8.
Top
Seeking_Knowledge
Posts: 20
Joined: Sat Mar 22, 2014 1:42 pm

Re: How do I perform multivariate ADF testing?

Postby Seeking_Knowledge » Tue Apr 08, 2014 7:24 am

.
Last edited by Seeking_Knowledge on Thu Apr 10, 2014 10:29 am, edited 1 time in total.
Top
Seeking_Knowledge
Posts: 20
Joined: Sat Mar 22, 2014 1:42 pm

Re: How do I perform multivariate ADF testing?

Postby Seeking_Knowledge » Tue Apr 08, 2014 7:32 am

.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests