unit root test in quarterly data?

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ANDROO1988
Posts: 14
Joined: Mon Sep 23, 2013 2:06 pm

unit root test in quarterly data?

Postby ANDROO1988 » Sun May 25, 2014 5:16 am

hi
i have quarterly data
how can i do unit root test in quarterly data in eviews 8?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: unit root test in quarterly data?

Postby startz » Sun May 25, 2014 7:10 am

Have you looked at unit root test in the Help system?
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ANDROO1988
Posts: 14
Joined: Mon Sep 23, 2013 2:06 pm

Re: unit root test in quarterly data?

Postby ANDROO1988 » Sun May 25, 2014 9:00 am

hi
i know unit root test in time series (annual data) is different with unit root test in quarterly data.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: unit root test in quarterly data?

Postby startz » Sun May 25, 2014 9:31 am

Perhaps you could explain what you're thinking of in terms of annual and quarterly tests being different.
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nishantvats12
Posts: 34
Joined: Wed Mar 19, 2014 9:28 pm
Location: India

Re: unit root test in quarterly data?

Postby nishantvats12 » Sun Jun 15, 2014 1:05 pm

I presume you are talking about HEGY test. If that is the case you should consider referring to this post http://forums.eviews.com/viewtopic.php?t=301&f=15
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