EViews.com

Posted: **Wed Oct 24, 2018 6:43 am**

Hello,

I seek to improve the efficiency of performing ADF tests on group of variables.
I want the eviews to test each variable in the the group and report back t-stat or pvalue (if possible) in a matrix corresponding to the variable name.
There would be two ADF tests: (1) including constant and (2) constant and trend.
Hence there would be a 2x6 matrix.

Currently my code is as follows, and please tell me where it's wrong with the necessary adjustments.

Code: Select all

group unit_root x1 x2 x3 x4 x5 x6
table(6,6) unit_root_results
for !i=1  to  unit_root.@count
%name = unit_root.@seriesname(!i)
uroot(adf, const,  dif=0,  save=root_c)  {%name}
uroot(adf,const,trend, dif=0, save=root_c) {%name}
unit_root_results(1,1+!i)=%name
next

Thanks.

Posted: **Wed Oct 24, 2018 7:07 am**

Code: Select all


unit_root_results(1,1+!i)=%name

needs to be grabbing the correct element out of root_c, not %name.

Posted: **Fri Oct 26, 2018 2:51 am**

Code: Select all
unit_root_results(1,1+!i)=%name
needs to be grabbing the correct element out of root_c, not %name.

With what line of code do I need to realise that? I think the code up until " uroot( adf, const, dif=0, save=root_c) {%name] " is correct. What is the code to ensure that?

Code: Select all

group unit_root log(rc) log(pedy) log(psh) log(ph) log(dep) rcb
table(6,6) unit_root_results	
for !i=1 to unit_root.@count	
%name= unit_root.@seriesname(!i)	
uroot( adf, const, dif=0, save=root_c) {%name}	
uroot(adf,const,trend, dif=0, save=root_c) {%name}
unit_root_results(1,1+!i)=%root_c
next

Posted: **Sun Dec 09, 2018 10:59 am**

Hi

I am totally starter on eviews

ı have multiple series and I d like to make adf unit root test

do you have any recommendation for me

thanks in advance

EViews.com

ADF test on multiple variables and saved in a table

ADF test on multiple variables and saved in a table

Re: ADF test on multiple variables and saved in a table

Re: ADF test on multiple variables and saved in a table

Re: ADF test on multiple variables and saved in a table