How do I perform multivariate ADF testing?

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Seeking_Knowledge
Posts: 20
Joined: Sat Mar 22, 2014 1:42 pm

How do I perform multivariate ADF testing?

Postby Seeking_Knowledge » Sun Apr 06, 2014 9:33 am

Hello

If I have 3 dependent variables and 3 independent variables - is it possible to perform a multivariate ADF test.

Please see attached file example
Attachments
ExampleMultivariateADF.PNG
ExampleMultivariateADF.PNG (25.68 KiB) Viewed 5716 times
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Seeking_Knowledge
Posts: 20
Joined: Sat Mar 22, 2014 1:42 pm

Re: How do I perform multivariate ADF testing?

Postby Seeking_Knowledge » Tue Apr 08, 2014 7:15 am

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Last edited by Seeking_Knowledge on Thu Apr 10, 2014 10:30 am, edited 1 time in total.
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: How do I perform multivariate ADF testing?

Postby EViews Glenn » Tue Apr 08, 2014 7:21 am

Multivariate ADF tests are not a built-in feature in EViews 8.
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Seeking_Knowledge
Posts: 20
Joined: Sat Mar 22, 2014 1:42 pm

Re: How do I perform multivariate ADF testing?

Postby Seeking_Knowledge » Tue Apr 08, 2014 7:24 am

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Last edited by Seeking_Knowledge on Thu Apr 10, 2014 10:29 am, edited 1 time in total.
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Seeking_Knowledge
Posts: 20
Joined: Sat Mar 22, 2014 1:42 pm

Re: How do I perform multivariate ADF testing?

Postby Seeking_Knowledge » Tue Apr 08, 2014 7:32 am

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