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Hey

I have made a recursive augmented Dickey Fuller test on a time series dataset of 170 observations. In my worksheet the obs. range goes from 1970Q1 to 2012Q1. My first subset has 25 observations, so that the series og ADF tests start in 1976Q1 and ends in 2012Q1

My problem is that currently the graph for the series of ADF-tests starts in 1 and ends in 146, whereas I would like it to start in 1976Q1 and end in 2012Q1.

Anyone who can help me?

Without knowing how you made the graph, it is hard to say how to change it.

I used the following code to make the ADF-statistics:
!width = 25
!lastfirst = @obsrange-!width+1
matrix(!lastfirst, 1) uroot

for !i=1 to !lastfirst
smpl @first @first+!i-1+!width-1

freeze(bb) "variable".uroot(const, info=tstat, lagpval=0.05)
uroot(!i, 1) = @val(bb(7, 4))
if (@isobject("bb")) then
delete bb
endif

next

Then I opened the graph of the series --> view-->graph-->Line & Symbol.

Because you are storing them in a matrix object, rather than a series, the labeling will be non-informative. If you want proper date labeling, you're best off storing them in a series.

You could use the MTOS command to convert your matrix into a series.

Thanks. I think I've made the series now. The problem is that the series start in 1970Q1 like the rest of the series in my workfile. But this particular series is suppose to start 25 quarters after, that is 1976Q1

mtos has an optional sample argument that lets you set the observations that will be filled in in the resultant series.

Thanks that was really helpful.:-D