Minor Bug in ADF Procedure
Posted: Tue Nov 14, 2006 8:51 am
Not sure if this is the right forum, but I'll post it here anyway.
On line 140 of the ADF procedure, the SMPL statement within the SELECTUNI subprocedure
SMPL maxlag nobs
will cause problems if series does not begin with entry 1. The line should read
SMPL startl+maxlag-1 startl+nobs-1
This should fix the problem.
On line 140 of the ADF procedure, the SMPL statement within the SELECTUNI subprocedure
SMPL maxlag nobs
will cause problems if series does not begin with entry 1. The line should read
SMPL startl+maxlag-1 startl+nobs-1
This should fix the problem.