LS and ADF
Posted: Sat Dec 19, 2015 10:52 am
Hi everyone,
I currently manage to get results with the uroot test. I get the probability of ADF test by performing a freeze but I would like to retrieve the results of the augmented test by performing an LS equation.
I can do this
This is OK for me (can i retrieve the prob value with an other method?)
I have all the data why i am looking for, but i want to get them using LS method cause coefficents with uroot method are automatically define.
That's why i do that
I want to know the coefficient i need on the manually LS method to obtain the same results as the uroot test, cause i want to retrieve all data using nbsh_adf_ls.@dw for example. When i make the uroot test on an other series, the number of lines can change in the "variable" part that's why i canno't use the freeze method...
Regards,
Danny.
I currently manage to get results with the uroot test. I get the probability of ADF test by performing a freeze but I would like to retrieve the results of the augmented test by performing an LS equation.
I can do this
Code: Select all
freeze(nbsh_adf) nbsh.uroot()
scalar nbsh_adf_prob = @val(nbsh_adf(7,5))I have all the data why i am looking for, but i want to get them using LS method cause coefficents with uroot method are automatically define.
That's why i do that
Code: Select all
equation nbsh_adf_ls
nbsh_adf_ls.ls nbsh 1Regards,
Danny.