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Re: ERRORHELP

Posted: Thu Dec 20, 2018 7:06 pm
by adarshad
THANKYOU..I have no words to keep saying thankyou

unitroot

Posted: Sun Dec 23, 2018 7:21 am
by adarshad

Code: Select all

group g * g.drop resid g.drop DaTE 'put every series in the workfile into a group table (504,504) ADF for !i=1 to g.@count 'loop through every series in the first group %name = g.@seriesname(!i) 'grab the current series name uroot(adf, none, dif=0,save=level1) {%name} ADF(1,1+!i)=%name ADF(2, 1+!i)= level1(3,1)' uroot(adf, const, dif=0,save=level2) {%name} ADF(5, 1+!i)= level2(3,1)' uroot(adf, trend, dif=0,save=level3) {%name} ADF(7, 1+!i)= level3(3,1) next
I want to store pvalues and adf test statistic values (with all three options) at level 0.

As I AM TESTING IN GROUP? IS IT PANEL UNITROOT OR A SINGLE SERIES UNITROOT AS I NEED SINGLE SERIES UNIT ROOT FOR MY OLS REGRESSIONS

do you give any example for recording pvalue for sure or add to this programe.???