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Augmented Dickey Fuller test programming

Posted: Fri Mar 15, 2013 10:19 am
by neptunhiker
Hello everybody,

I have a very basic question, which I cannot find the solution for. I would like to perform a unit root test in a program environment. If I do the following

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uroot GDP
a window opens, where I have to specify the test type, the type of data (i.e. level, 1st diff., 2nd diff.), if I want to include an intercept and the lag length.

I guess, I should be able to control these options doing the following:

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uroot (adf,const,info=sic) gdp
But, I get an error message stating: (adf,const,info=sic) is not defined. What am I not doing right? I want to avoid chosing the options in the popup window and specify them in the program environment.

Thanks a lot everyone.

Re: Augmented Dickey Fuller test programming

Posted: Fri Mar 15, 2013 10:27 am
by neptunhiker
I also have the problem, if I wanto to calculate autocorrelations using the following command:

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groupxyz.correl(3)
A new window pops up, asking me to provide the correlogram of level, 1st difference or 2nd difference. How can I avoid these popup windows and just specify the neccessary information in the programming environment.

Thanks a lot.

Re: Augmented Dickey Fuller test programming

Posted: Fri Mar 15, 2013 9:03 pm
by EViews Gareth
Look up series.uroot in the series section of the Object Reference (pdf available from help menu)

Similarly, group.correl

Re: Augmented Dickey Fuller test programming

Posted: Tue Mar 19, 2013 8:42 am
by neptunhiker
Hi Gareth,

thanks for the hint. Even though I checked the help file before, I somehow missed the option "prompt". The solution that worked for me is therefore:

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gdp.uroot (adf,const,info=sic,prompt)
Thanks again.

Bests