Copy (repeated) t-stats from table-cells to series
Posted: Wed Oct 09, 2013 5:22 pm
I check the PDF-documentation of PPUROOT and realized that it is not possible to save the t-statistics.
1. Can I save the unit root test statistic into a series (in repeated models) by a syntax command?
2. As a sloppy but working solution, can I freeze the output and save the cell there the t-statistic is reported in the TABLE ? GENERAL QUESTION WHICH SHOULD BE INTERESTING TO EVERYONE WORKING WITH ADD-INS, SINCE THEN YOU CAN SAVE THIS FOR ANY ADD-IN TEST.
(Clearification! First I run regression 1, save the perron unit root test t-test in a series z at the first row... run regression 2, save thesave the perron unit root test t-test in a series z at the second row... etc...)
Code: Select all
wfcreate FILE u 1 500
genr y = nrnd
y.ppuroot(lag=1, model=A)
2. As a sloppy but working solution, can I freeze the output and save the cell there the t-statistic is reported in the TABLE ? GENERAL QUESTION WHICH SHOULD BE INTERESTING TO EVERYONE WORKING WITH ADD-INS, SINCE THEN YOU CAN SAVE THIS FOR ANY ADD-IN TEST.
(Clearification! First I run regression 1, save the perron unit root test t-test in a series z at the first row... run regression 2, save thesave the perron unit root test t-test in a series z at the second row... etc...)