GURoot
Posted: Fri Apr 25, 2014 5:06 am
Hello,
I have a question in regard tot he GURoot add-in. When I try using the Dickey-Fuller GLS unit root test I get the following error "DFGLS is an unrecognised option for UROOT in "do_resilts08,Append LCPIE.UROOT(const, DIF=0, DFGLS, info=AIC, maxlag=*, save=_temp01)"". The ADF test is working properly and it delivers the same results as the in-build test in Eviews 8. I am using a panel workfile and I was trying to use the DFGLS test also.
Regards,
Boz
I have a question in regard tot he GURoot add-in. When I try using the Dickey-Fuller GLS unit root test I get the following error "DFGLS is an unrecognised option for UROOT in "do_resilts08,Append LCPIE.UROOT(const, DIF=0, DFGLS, info=AIC, maxlag=*, save=_temp01)"". The ADF test is working properly and it delivers the same results as the in-build test in Eviews 8. I am using a panel workfile and I was trying to use the DFGLS test also.
Regards,
Boz