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Multiple time series on ADF test
Posted: Mon Oct 31, 2016 4:38 am
by irisbear
Hi everyone,
I am using Eviews 9. Could anyone advise how to use ADF unit root test for 121 time series? Each time series contains 15 years daily stock price.
I have selected all the time series and open as a group. However the result is L.L.C, not ADF one. Appreciate if someone could help this out.
Thanks
Iris
Re: Multiple time series on ADF test
Posted: Mon Oct 31, 2016 8:20 am
by EViews Gareth
Re: Multiple time series on ADF test
Posted: Tue Nov 01, 2016 8:44 am
by irisbear
Thanks Gareth for your suggestion. However, my Eviews is Student version and couldn't install Add-ins. May I know is there any turn around options than buying a full version of Eviews? I am using it for my thesis submission this month only. Thanks. Iris
Re: Multiple time series on ADF test
Posted: Tue Nov 01, 2016 9:47 am
by EViews Gareth
I do not know what you mean by "turn around option".
Re: Multiple time series on ADF test
Posted: Thu Nov 03, 2016 8:09 am
by irisbear
Sorry, I mean could I use Eviews 9.5 Student version to compute multiple time series ADF test? If yes, how? Thanks
Re: Multiple time series on ADF test
Posted: Thu Nov 03, 2016 8:44 am
by EViews Gareth
No.
Re: Multiple time series on ADF test
Posted: Thu Nov 03, 2016 9:41 am
by irisbear
Thanks and good answer. I am proceeding to purchase Academic version and waiting for Sales Rep to come back if it supports Add-Ins.
Re: Multiple time series on ADF test
Posted: Thu Nov 03, 2016 9:54 am
by EViews Gareth
It does.
Re: Multiple time series on ADF test
Posted: Thu Nov 17, 2016 10:45 pm
by irisbear
Thanks Gareth. I have purchased the Academic version and found it so fantastic and efficient!
Also I have added URALL into Eviews 9.5. Could you please guide me to the right direction where could I find a manual on how to use URALL? I couldn't find a specific thread for URALL in Add-ins discussion board. Many thanks!
Re: Multiple time series on ADF test
Posted: Thu Nov 17, 2016 11:13 pm
by EViews Gareth
Add-ins->Manage Add-ins->Docs
Re: Multiple time series on ADF test
Posted: Fri Nov 18, 2016 8:04 am
by irisbear
Hi Gareth, I have looked into that option but there is no Doc for URALL. I have attached the image for you.
Re: Multiple time series on ADF test
Posted: Fri Nov 18, 2016 8:10 am
by EViews Gareth
Guess there is no documentation then
Re: Multiple time series on ADF test
Posted: Fri Nov 18, 2016 9:31 am
by irisbear
Then could you please advise how does URALL work?
Re: Multiple time series on ADF test
Posted: Fri Nov 18, 2016 9:32 am
by EViews Gareth
No idea. You could check to see if the author included documentation in the installation directory