Page 1 of 1
unit root test in quarterly data?
Posted: Sun May 25, 2014 5:16 am
by ANDROO1988
hi
i have quarterly data
how can i do unit root test in quarterly data in eviews 8?
Re: unit root test in quarterly data?
Posted: Sun May 25, 2014 7:10 am
by startz
Have you looked at unit root test in the Help system?
Re: unit root test in quarterly data?
Posted: Sun May 25, 2014 9:00 am
by ANDROO1988
hi
i know unit root test in time series (annual data) is different with unit root test in quarterly data.
Re: unit root test in quarterly data?
Posted: Sun May 25, 2014 9:31 am
by startz
Perhaps you could explain what you're thinking of in terms of annual and quarterly tests being different.
Re: unit root test in quarterly data?
Posted: Sun Jun 15, 2014 1:05 pm
by nishantvats12
I presume you are talking about HEGY test. If that is the case you should consider referring to this post
http://forums.eviews.com/viewtopic.php?t=301&f=15