Problems with Perron and Ng unit root procedure

Questions and discussions on Time Series Analysis

Problems with Perron and Ng unit root procedure

Postby Javi » Tue Mar 22, 2011 12:27 pm

Hello!!

I have a problem with the Perron and Ng unit root test procedure. When I run:

CALENDAR 1996 1 12
ALLOCATE 2010:3
OPEN DATA exmple.xls
DATA(FORMAT=xls,org=obs) / x1

@perronngmtests(lags=8) x1

I do not obtain neither any output nor any error message. The version of my Rats (MacRat) is 7.2.

Help is very welcome!

Thanks
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Javi
 
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Re: Problems with Peron and Ng unit root procedure

Postby moderator » Tue Mar 22, 2011 1:05 pm

It's not designed to display any output. Instead, use the various options to save the computed results. If you haven't already done so, see the comments at the top of the .SRC file for instructions.

Regards,
Tom Maycock
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