Unit Root Test
Posted: Fri Mar 25, 2011 8:34 am
Dear Collegues
When using eviews to conduct a unit root test in order to tell the null hypothesis of a unit root to identify whether the series is stationary or nonstationary, the eviews system provides only information about the test output a the test equations.
However it does not indicate or show the different levels of integration accompanied by schwarz info criteria to be able to identify the right level of integration for example I(2) or I(3)
Have any of you know how to find the level of integration for the series to become stationary
Many thanks for your support
Alejandro Acosta
When using eviews to conduct a unit root test in order to tell the null hypothesis of a unit root to identify whether the series is stationary or nonstationary, the eviews system provides only information about the test output a the test equations.
However it does not indicate or show the different levels of integration accompanied by schwarz info criteria to be able to identify the right level of integration for example I(2) or I(3)
Have any of you know how to find the level of integration for the series to become stationary
Many thanks for your support
Alejandro Acosta