Unit Root Model Selection

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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sweivE
Posts: 18
Joined: Thu Mar 03, 2011 5:21 am

Unit Root Model Selection

Postby sweivE » Sat Jul 30, 2011 1:00 am

Does Eviews calculate the statistics that helps us determine the right model for the ADF test? I mean the 3 DF statistics that are used to accept/reject the unrestricted model (with intercept and trend) compared to the restricted models (without intercept and/or trend).

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