Augmented Dickey Fuller test programming
Posted: Fri Mar 15, 2013 10:19 am
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
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:
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.
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
Code: Select all
uroot GDPI guess, I should be able to control these options doing the following:
Code: Select all
uroot (adf,const,info=sic) gdpThanks a lot everyone.