Unit Root Checking

For questions regarding programming in the EViews programming language.

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ajoshi
Posts: 2
Joined: Wed Nov 05, 2008 10:05 am

Unit Root Checking

Postby ajoshi » Wed Nov 05, 2008 1:31 pm

How can i use the uroot function to simply check for the presence of a unit root within a program? Basically, i want to use uroot in a logical operator, with an if-then function, depending on the presence of a unit root. something along the lines of
If series.uroot () = TRUE then...

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Unit Root Checking

Postby EViews Gareth » Wed Nov 05, 2008 2:55 pm

something along the lines of:

Code: Select all

freeze(temp) x.uroot !pval = @val(temp(7,5)) if !pval>0.05 then blah endif d temp

ajoshi
Posts: 2
Joined: Wed Nov 05, 2008 10:05 am

Re: Unit Root Checking

Postby ajoshi » Tue Nov 11, 2008 8:35 am

Thanks!


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