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programming ADF

Posted: Thu May 26, 2011 2:46 am
by seg_b
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

Re: programming ADF

Posted: Thu May 26, 2011 8:03 am
by EViews Gareth
The freeze command requires that you give the output table a name. Something like:

Code: Select all

freeze(mytable) myseries.uroot
where mytable is the name of the table that will be created, and myseries is the name of the series you're performing the unit root test on.

Re: programming ADF

Posted: Fri May 27, 2011 5:58 am
by seg_b
Ok, so I wrote :

freeze(table_test) %name.uroot

but I get this error message :

Re: programming ADF

Posted: Fri May 27, 2011 7:49 am
by EViews Gareth
You need braces around %name.