ADF/unit root test in EViews 7.2

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gerrard
Posts: 17
Joined: Sun Mar 02, 2014 5:38 am

ADF/unit root test in EViews 7.2

Postby gerrard » Thu Jun 12, 2014 5:17 am

Hi,

so I wanted to do and ADF/unit-root test on a series (which is part of a panel) in EViews 7.2, but the choices are not as in EViews 7.0, and neither are the outputs.
The second picture shows the options that I get to choose from - which one is the ADF test?
The first picture shows the output - looks nothing like in the manual - where do I find my ADF critical values and the test-statistic that the test gave me?

Thanks!
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unitroot test EViews 7.2_output.jpg
unitroot test EViews 7.2_output.jpg (187.03 KiB) Viewed 5250 times
unitroot test EViews 7.2.jpg
unitroot test EViews 7.2.jpg (276.93 KiB) Viewed 5250 times
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: ADF/unit root test in EViews 7.2

Postby EViews Gareth » Thu Jun 12, 2014 7:39 pm

The ADF test is not appropriate in a panel setting. Some of the panel tests are similar. Notably the one that is labelled "ADF" :D.
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gerrard
Posts: 17
Joined: Sun Mar 02, 2014 5:38 am

Re: ADF/unit root test in EViews 7.2

Postby gerrard » Fri Jun 13, 2014 1:39 am

Thank you! So I'll just use the "Individual root - Fisher -ADF"?
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: ADF/unit root test in EViews 7.2

Postby EViews Glenn » Fri Jun 13, 2014 9:36 am

Some of the other tests, e.g., Levin-Lin, are panel versions of ADF tests. You should take a look at the documentation and the literature on panel unit root tests.
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