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Posted: **Sun Jun 21, 2015 12:42 pm**

I am doing a monte carlo simulation that generates numbers using nrnd then does a unit root test on them. I have a series that runs from 1850 to 1968 that I'm doing 10,000 monte carlo replications.

Code: Select all


Table adf_stats

For !i = 1 to 10000

	series ppmtswn = ppm + 2.908 * nrnd

        freeze(monte,mode=overwrite) ppmtswn.uroot(exog=trend,adf)
	scalar t_value = @val(monte(7,4))
	adf_stats(!i ,1)=t_value

next

Is there some way I can run the unit root test on just part of the ppmtswn series. Just from 1860 to 1958?

Thanks for any assistance.

Posted: **Sun Jun 21, 2015 1:16 pm**

Set the sample with the smpl command prior to running the unit root test.

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How to Run unit root tests on part of a series?

How to Run unit root tests on part of a series?

Re: How to Run unit root tests on part of a series?