How can i store unit root statistics?
Posted: Tue Feb 01, 2011 10:28 am
Hi,
i a trying to store the unit root p-value from several series independently.
My commands are the following:
"matrix (nsers,1) outputs_ur
for !i=1 to guc.@count
%iname = guc.@seriesname(!i)
'freeze(tab_) %iname.uroot(adf,const,info=sic)
outputs_ur(!i,1) = @val(tab_(7,5))
d pvalue
d tab_
next"
However, the message: "%iname is not defined in "'freeze(tab_) %iname.uroot(adf,const,info=sic)".
Can you help me?
Regards
Fernando Cunha
i a trying to store the unit root p-value from several series independently.
My commands are the following:
"matrix (nsers,1) outputs_ur
for !i=1 to guc.@count
%iname = guc.@seriesname(!i)
'freeze(tab_) %iname.uroot(adf,const,info=sic)
outputs_ur(!i,1) = @val(tab_(7,5))
d pvalue
d tab_
next"
However, the message: "%iname is not defined in "'freeze(tab_) %iname.uroot(adf,const,info=sic)".
Can you help me?
Regards
Fernando Cunha