UROOT options

For questions regarding programming in the EViews programming language.

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jthodge
Posts: 77
Joined: Tue Oct 21, 2008 5:52 am

UROOT options

Postby jthodge » Tue Mar 08, 2016 8:20 am

I receive an error saying "INFOSEL=SIC is an unrecognized option for UROOT" when I run the following code in a program:

Code: Select all

uroot(adf,trend,infosel=sic) ser01
I'm trying to automatically select lag length based on the Schwarz Criterion. Am I missing something here? When I run this code on the command line, it seems to work (although the unit root dialog box pops up).

Also, is there an option for UROOT so that the lag length is automatically selected using t-statistic? (This is one of the options in the drop-down box)

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

Re: UROOT options

Postby EViews Gareth » Tue Mar 08, 2016 9:04 am

Code: Select all

uroot(adf,trend,lagmethod=sic) ser01

Code: Select all

uroot(adf,trend,lagmethod=tstat) ser01

jthodge
Posts: 77
Joined: Tue Oct 21, 2008 5:52 am

Re: UROOT options

Postby jthodge » Tue Mar 08, 2016 9:09 am

Thanks Gareth. I may have been looking at an outdated version of the Command Reference.


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