Hello,
i got a few problems with a program that i'm doing. After the first run, it says "insufficient observations" and i don't know what to do.
Here is the code:
wfcreate wftarea1 u 500
for !i = 1 to 3
scalar phi!i=(0.85+0.05*(!i-1))
next
scalar phi4=0.99
scalar alpha1=0
scalar beta1=0
scalar alpha2=0.1
scalar beta2=0.8
scalar alpha3=0.25
scalar beta3=0.65
scalar alpha4=0.45
scalar beta4=0.45
scalar alpha5=0.65
scalar beta5=0.25
scalar alpha6=0.8
scalar beta6=0.1
HERE IS THE IMPORTAN PART
for !m=1 to 1000
smpl 1 500
series n1=nrnd
series h1=0
smpl 2 500
series h1 = 1 - alpha1 - beta1 + (alpha1*n1+beta1)*(h1(-1))^(1/2)
smpl 1 500
series error1=n1*(h1)^(1/2)
series y1=0
smpl 2 500
series y1=phi1*y1(-1)+error1
smpl @all
matrix (1000,1) ys_t
'I GOT THE MESSAGE HERE
freeze(adftable) y1.uroot(adf, trend,info=sic)
ys_t (!m,1)=@val(adftable(7,4))
d adftable
d y1
d error1
d h1
d n1
next
d n*
d h*
d error*
I will appreciate any help
Thank for reading :D
Saving Unit root test in a matrix
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EViews Gareth
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Re: Saving Unit root test in a matrix
I can run that program without any errors. Make sure your copy of EViews is up to date.
Re: Saving Unit root test in a matrix
Thanks, you were right!

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