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Test for seasonal unit roots
Posted: Mon Jan 05, 2009 3:56 am
by niels
Is it possible to perform test for seasonal unit roots in Eviews (the HEGY-test) ?
Re: Test for seasonal unit roots
Posted: Mon Jan 05, 2009 8:03 am
by trubador
Yes, it is possible. I 've written a small code and put it into Program Repository section for its application to monthly series. Some explanatory material or little knowledge on the subject will be useful, since you may need to make some modifications.
Re: Test for seasonal unit roots
Posted: Mon Jan 05, 2009 2:52 pm
by niels
Thanks a lot - I will see if I can use.
Regards
Niels
DK