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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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

What have you done so far?

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.