Unusual output with Eviews programming
Posted: Mon Jan 07, 2013 8:23 pm
Hello all,
I was trying to run series of unit root tests using the eviews programming. But, I am getting the result for the ADF with constant in all the following cases . Any suggestions.
I was trying to run series of unit root tests using the eviews programming. But, I am getting the result for the ADF with constant in all the following cases . Any suggestions.
Code: Select all
pageload "C:\Users\Vista\Desktop\hello\data"
output(t) C:\Users\Vista\Desktop\hello\output.txt
'ADF test on level with trend
for !j=1 to 5
print y{!j}.uroot (adf, trend, info=aic)
next
'ADF test on first difference with constant
for !j=1 to 5
do y{!j}.uroot (adf, const, dif=1, info=sic)
next
'KPSS
'KPSS test on level with trend
for !j=1 to 5
y{!j}.uroot (kpss,trend,hac=pr,b=2.3)
next
'KPSS test on first difference with constant
for !j=1 to 5
y{!j}.uroot (kpss,const,dif=1, hac=pr,b=2.3)
next
output off