programming ADF
Posted: Thu May 26, 2011 2:46 am
Hi,
I'm trying to program an ADF test.
This is my program :
http://www.getproxy.org/view/index.php? ... OWQ5OTM%3D
At the end, I get a table named ADF contening :
stat
pvalue
df
for every variable end every integration order.
The point is I want to extract ssr from every unit root test view because I want to test :
H0 : b=0
F = ((SSR1c - SSR1)/2)/(SSR1/DF)
and
H0 : c=0
F = ((SSR2c - SSR2)/2)/(SSR2/DF)
I tried using freeze but it doesn't work in my program.
freeze %name.uroot
thanks for helping
I'm trying to program an ADF test.
This is my program :
http://www.getproxy.org/view/index.php? ... OWQ5OTM%3D
At the end, I get a table named ADF contening :
stat
pvalue
df
for every variable end every integration order.
The point is I want to extract ssr from every unit root test view because I want to test :
H0 : b=0
F = ((SSR1c - SSR1)/2)/(SSR1/DF)
and
H0 : c=0
F = ((SSR2c - SSR2)/2)/(SSR2/DF)
I tried using freeze but it doesn't work in my program.
freeze %name.uroot
thanks for helping