@tstats for a uroot test?
Posted: Mon Jul 27, 2009 8:11 am
Hello,
I was running ADF-Tests with different specifications (trend, intercept) on various variables and wanted to create a table with the p-values (or t-stats) of each variable for each specification, to see at once whether or not I could reject the null of a unit root.
Now, I can't find any function with which I could adress and store the t-stats (@tstats seems not to work for the uroot view option...)
Is there a possibility to do so?
Thanks a lot and greetings from Vienna,
Anna
I was running ADF-Tests with different specifications (trend, intercept) on various variables and wanted to create a table with the p-values (or t-stats) of each variable for each specification, to see at once whether or not I could reject the null of a unit root.
Now, I can't find any function with which I could adress and store the t-stats (@tstats seems not to work for the uroot view option...)
Is there a possibility to do so?
Thanks a lot and greetings from Vienna,
Anna