i am new to programing in Eviews. what i would like to do is an Estar unit root test.
the test is something like LS dy= y(-1)^3 dy(-1) dy(-2) ... dy(9)
where dy stands for a the first difference of y. now my question is how to creat a program that will run all the possible output for each 9 lags. i am thinking a vector that will output an AIC to pic the maximum value. my trail to program this was failed because the way i did it only choose one of lags each time.
vector(9) estar
equation eq
for !h=1 to 9
equation eq!h.ls dddlstock dlstock^(3) dddlstock!h
estar(!h)= eq@aic
next
my second question is, if i have multiple variable beside the dy, for example dx, and df and i would like to get the result of run the same test for each individual one, should i do it for each one in a program or i can perform a test that will output all the result for each variable.
Thank you for your help
how to loop and use lags
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