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I try to estimate unit roots using the Philips Perron(PP) test. So I calculate the value f_0 (HAC corrected variance) for it, using EViews 7 User Guide formulas. Here is the example:
y = c(5, 6, 7, 1, 2, 3, 5, 8, 2, 9, 6, 3, 4, 1, 7, 8, 7, 3, 3, 2)

Adj. t-Stat Prob.*

Phillips-Perron test statistic -3.965202 0.0076
Test critical values: 1% level -3.831511
5% level -3.029970
10% level -2.655194

*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 19

Residual variance (no correction) 45.73460
HAC corrected variance (Bartlett kernel) 45.78905

Phillips-Perron Test Equation
Dependent Variable: D(Y)
Method: Least Squares
Date: 08/25/11 Time: 17:24
Sample (adjusted): 2 20
Included observations: 19 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

Y(-1) -0.970802 0.244847 -3.964942 0.0010
C 6.075679 2.272003 2.674151 0.0160

R-squared 0.480452 Mean dependent var -0.157895
Adjusted R-squared 0.449891 S.D. dependent var 9.639405
S.E. of regression 7.149485 Akaike info criterion 6.871258
Sum squared resid 868.9573 Schwarz criterion 6.970673
Log likelihood -63.27696 Hannan-Quinn criter. 6.888083
F-statistic 15.72076 Durbin-Watson stat 1.977052
Prob(F-statistic) 0.001000

For the example I choose lag 1 and get the following values (calculated manually):

Residual variance (no correction) 45.73460
HAC corrected variance (Bartlett kernel) 45.73460

But EViews show me a bit different results:
Residual variance (no correction) 45.73460
HAC corrected variance (Bartlett kernel) 45.78905

Perhaps, I was mistaken in calculation of gamma(j). For lag 1 gamma(j)= 868,9573/19=45,73459474, and K=1 only in case 0, and K=0 in other cases.

why?

Maybe you tell me how calculated HAC corrected variance (Bartlett kernel)? show me an example please.

Helloooo? why you don't ask me? may be you don"t understand me?

Do be honest, I don't understand you. How are you calculating your HAC variance?

Hello! I want to check your calculation of quadratic Spectral kernel. When I use PP test on my data with quadratic spectral kernel method on HAC variance, I get an answer 45,48811. But when I calculate it myself using formulas, I can't get the answer because the kernel does not exist at point 0. I send the file with calculations, please, check it. Thank you!

Set it equal to one since that's what the function goes to in the limit.

Ok. but if kernel QS=1 in point 0 => Hac variance = 45,17962593( red cell № AA49), when EViews show me what Hac variance = 45,48811 (yellow cell № H51). Why?

To be honest, it's difficult for us to follow your Excel spreadsheet without a bit more help, especially since it doesn't have many comments (for example, I don't know what bandwidth you are using in your calculations, are you assuming 1 or 2?). We are certainly willing to try (and are trying) to figure out what's going on, but I just want you to know that given what we have it's difficult to follow, and may take some time.

After a bit of work, I believe I have figured out the discrepancy.

There are a couple of problems with your spreadsheet...

1. The resids that you have are entered at a low precision

2. Your evaluation points for the quadratic spectral are not correct. You are evaluating the quadratic spectral kernel K at lag/2, when you should be evaluating at lag/bandwidth (=lag/1) since the rest of your calculations appear to be assuming a bandwidth of 1. Note that this error doesn't affect the truncated weights for the other kernels.

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Changing these two things, then updating all of the copied kernel weights values in row 47 yields a cell AA49 that matches the EViews calculation of 45.48811.

I hope that this answers your question.