Problems with Perron and Ng unit root procedure

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Javi
Posts: 13
Joined: Fri Jun 12, 2009 11:33 am

Problems with Perron and Ng unit root procedure

Unread post by Javi »

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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moderator
Site Admin
Posts: 269
Joined: Thu Oct 19, 2006 4:33 pm

Re: Problems with Peron and Ng unit root procedure

Unread post by moderator »

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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