@tstats for a uroot test?

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annao
Posts: 3
Joined: Mon Jul 27, 2009 7:40 am

@tstats for a uroot test?

Postby annao » Mon Jul 27, 2009 8:11 am

Hello,

I was running ADF-Tests with different specifications (trend, intercept) on various variables and wanted to create a table with the p-values (or t-stats) of each variable for each specification, to see at once whether or not I could reject the null of a unit root.

Now, I can't find any function with which I could adress and store the t-stats (@tstats seems not to work for the uroot view option...)

Is there a possibility to do so?

Thanks a lot and greetings from Vienna,
Anna

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: @tstats for a uroot test?

Postby EViews Gareth » Mon Jul 27, 2009 8:27 am

Freeze the results into a table, then grab the number you want from that table:

http://forums.eviews.com/viewtopic.php?f=5&t=18

annao
Posts: 3
Joined: Mon Jul 27, 2009 7:40 am

Re: @tstats for a uroot test?

Postby annao » Mon Jul 27, 2009 9:14 am

Thanks a lot!!
Why haven't I thought about that in the first place? :oops:


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