LS and ADF

[DannyB]

Hi everyone,

I currently manage to get results with the uroot test. I get the probability of ADF test by performing a freeze but I would like to retrieve the results of the augmented test by performing an LS equation.

I can do this

Code: Select all

freeze(nbsh_adf) nbsh.uroot() scalar nbsh_adf_prob = @val(nbsh_adf(7,5))

This is OK for me (can i retrieve the prob value with an other method?)
I have all the data why i am looking for, but i want to get them using LS method cause coefficents with uroot method are automatically define.

That's why i do that

Code: Select all

equation nbsh_adf_ls nbsh_adf_ls.ls nbsh 1

I want to know the coefficient i need on the manually LS method to obtain the same results as the uroot test, cause i want to retrieve all data using nbsh_adf_ls.@dw for example. When i make the uroot test on an other series, the number of lines can change in the "variable" part that's why i canno't use the freeze method...

Regards,

Danny.

[EViews Gareth]

If you're creating an actual equation object, you can just grab the coefficients from the equation directly with equationname.@coefs

[DannyB]

Nbsh series is in an imported excel file, i d'ont create the series