program of a step by step procedure for unit root testing

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diana_el_circled
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Joined: Sat Feb 18, 2012 4:29 pm

program of a step by step procedure for unit root testing

Postby diana_el_circled » Mon Feb 20, 2012 7:13 am

hi everyone,
I am trying to work out a program of a step by step procedure for unit root testing (procedures proposed by Holden and Perman), but I have never succeeded in doing that.....
Could anyone help me?
Thanks a lot!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: program of a step by step procedure for unit root testin

Postby EViews Gareth » Mon Feb 20, 2012 9:32 am

What have you done so far?
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diana_el_circled
Posts: 2
Joined: Sat Feb 18, 2012 4:29 pm

Re: program of a step by step procedure for unit root testin

Postby diana_el_circled » Mon Feb 20, 2012 9:39 am

In fact, I am not quite sure what I have done is correct.
I have created the 3 tables for dickey fulley test, estimated the equation and started to test the hypothesis in step2.
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