Test for seasonal unit roots

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
niels
Posts: 14
Joined: Mon Nov 10, 2008 1:30 am

Test for seasonal unit roots

Postby niels » Mon Jan 05, 2009 3:56 am

Is it possible to perform test for seasonal unit roots in Eviews (the HEGY-test) ?
Top
trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Test for seasonal unit roots

Postby trubador » Mon Jan 05, 2009 8:03 am

Yes, it is possible. I 've written a small code and put it into Program Repository section for its application to monthly series. Some explanatory material or little knowledge on the subject will be useful, since you may need to make some modifications.
Top
niels
Posts: 14
Joined: Mon Nov 10, 2008 1:30 am

Re: Test for seasonal unit roots

Postby niels » Mon Jan 05, 2009 2:52 pm

Thanks a lot - I will see if I can use.

Regards
Niels
DK
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests