getting unit root results
Posted: Tue May 06, 2025 6:57 am
Hi,
I have a simple question. Im running unit root tests for 100 variables (var1 to var 100) and I want to create a table with the p-value of an ADF unt root test. The thing is that I don't know how to get the p-value, or any other thing, from a unit root test since the uroot command is a view and not an object. Im using Eviews 13.
Formally, I want to do something like this:
table tab
tab(1,1) = "Series"
tab(1,2) = "Prob.*"
for !x = 1 to 100
tab(!x+1,1) = var{!x}
tab(!x+1,2) = var{!x}.uroot.@prob '(this doesn't work)
next
I have a simple question. Im running unit root tests for 100 variables (var1 to var 100) and I want to create a table with the p-value of an ADF unt root test. The thing is that I don't know how to get the p-value, or any other thing, from a unit root test since the uroot command is a view and not an object. Im using Eviews 13.
Formally, I want to do something like this:
table tab
tab(1,1) = "Series"
tab(1,2) = "Prob.*"
for !x = 1 to 100
tab(!x+1,1) = var{!x}
tab(!x+1,2) = var{!x}.uroot.@prob '(this doesn't work)
next