Search found 2 matches
- Wed Mar 23, 2011 10:20 am
- Forum: Other Time Series Analysis
- Topic: UNIT ROOT TESTING ISSUES
- Replies: 3
- Views: 8955
UNIT ROOT TESTING ISSUES
Dear Tom, While testing for a unit root, I have used both the @dfunit and @ppunit procedures but I am not sure I fully understand what the options are actually testing. For example, what is the difference in the actual hypothesis tests between the following commands (note IBM4 is just the name of th...
- Thu Feb 17, 2011 12:52 pm
- Forum: Help With Programming
- Topic: Generating observations with an AR(1) Model
- Replies: 1
- Views: 5026
Generating observations with an AR(1) Model
That works fine, thanks