How to Run unit root tests on part of a series?

[jmccown]

I am doing a monte carlo simulation that generates numbers using nrnd then does a unit root test on them. I have a series that runs from 1850 to 1968 that I'm doing 10,000 monte carlo replications.

Code: Select all

Table adf_stats For !i = 1 to 10000 series ppmtswn = ppm + 2.908 * nrnd freeze(monte,mode=overwrite) ppmtswn.uroot(exog=trend,adf) scalar t_value = @val(monte(7,4)) adf_stats(!i ,1)=t_value next

Is there some way I can run the unit root test on just part of the ppmtswn series. Just from 1860 to 1958?

Thanks for any assistance.

[EViews Gareth]

Set the sample with the smpl command prior to running the unit root test.