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ADF/unit root test in EViews 7.2

Posted: Thu Jun 12, 2014 5:17 am
by gerrard
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!

Re: ADF/unit root test in EViews 7.2

Posted: Thu Jun 12, 2014 7:39 pm
by EViews Gareth
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.

Re: ADF/unit root test in EViews 7.2

Posted: Fri Jun 13, 2014 1:39 am
by gerrard
Thank you! So I'll just use the "Individual root - Fisher -ADF"?

Re: ADF/unit root test in EViews 7.2

Posted: Fri Jun 13, 2014 9:36 am
by EViews Glenn
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.