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a program for the kpss test
Posted: Fri Jan 02, 2009 11:18 am
by hnida
Hi,
I want to use the kpss test but on the version of eviews i am using i don't have this test on the "view" window, i wanted to know if someone knew how to program a kpss test.
thanks
Re: a program for the kpss test
Posted: Fri Jan 02, 2009 12:05 pm
by Gene
Hi,
I want to use the kpss test but on the version of eviews i am using i don't have this test on the "view" window, i wanted to know if someone knew how to program a kpss test.
thanks
If you have EViews 4.1 or later, then KPSS should be available. To access the test,
open a series in a window, click on the <View> button and then select Unit Root Tests...
Re: a program for the kpss test
Posted: Fri Jan 02, 2009 2:16 pm
by hnida
thanks for taking the time to answer me, i do have the eviews3.0 but the kpss test is not available. I only can use the adf test and pp test.
I was wondering if someone had a programm in eviews language for the kpss test...
Re: a program for the kpss test
Posted: Thu Jul 09, 2009 6:36 am
by theodore04
I am also looking for an EViews code to perform the KPSS test statistic.
would it be possible for the EViews team or somebody else to post it in the repository?
Re: a program for the kpss test
Posted: Thu Jul 09, 2009 8:22 am
by EViews Gareth
Given that the KPSS test has been available as a built in routine for almost 10 years now, it is unlikely that anyone will want to write one.