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Unit Root Checking

Posted: Wed Nov 05, 2008 1:31 pm
by ajoshi
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...

Re: Unit Root Checking

Posted: Wed Nov 05, 2008 2:55 pm
by EViews Gareth
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

Re: Unit Root Checking

Posted: Tue Nov 11, 2008 8:35 am
by ajoshi
Thanks!