Multiple time series on ADF test

[irisbear]

Hi everyone,

I am using Eviews 9. Could anyone advise how to use ADF unit root test for 121 time series? Each time series contains 15 years daily stock price.
I have selected all the time series and open as a group. However the result is L.L.C, not ADF one. Appreciate if someone could help this out.

Thanks
Iris

[EViews Gareth]

You could try the urall addin.
http://www.eviews.com/Addins/addins.shtml

[irisbear]

Thanks Gareth for your suggestion. However, my Eviews is Student version and couldn't install Add-ins. May I know is there any turn around options than buying a full version of Eviews? I am using it for my thesis submission this month only. Thanks. Iris

[EViews Gareth]

I do not know what you mean by "turn around option".

[irisbear]

Sorry, I mean could I use Eviews 9.5 Student version to compute multiple time series ADF test? If yes, how? Thanks

[EViews Gareth]

No.

[irisbear]

Thanks and good answer. I am proceeding to purchase Academic version and waiting for Sales Rep to come back if it supports Add-Ins.

[EViews Gareth]

It does.

[irisbear]

Thanks Gareth. I have purchased the Academic version and found it so fantastic and efficient!

Also I have added URALL into Eviews 9.5. Could you please guide me to the right direction where could I find a manual on how to use URALL? I couldn't find a specific thread for URALL in Add-ins discussion board. Many thanks!

[EViews Gareth]

Add-ins->Manage Add-ins->Docs

[irisbear]

Hi Gareth, I have looked into that option but there is no Doc for URALL. I have attached the image for you.

[EViews Gareth]

Guess there is no documentation then

[irisbear]

Then could you please advise how does URALL work?

[EViews Gareth]

No idea. You could check to see if the author included documentation in the installation directory