Problems with Perron and Ng unit root procedure
Posted: 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
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