Test for Unit Roots on Multiple Time Series at Once in EViews
In this tutorial, we'll explore how to conduct a unit root test on multiple time series at once in EViews, a popular econometric software package.
Many people often wonder how to automate the process of running an ADF or Phillips Perron unit root test on multiple variables when working with a model that involves several variables. In this video, we'll show you how to do just that by downloading an add-in in EViews.
We'll start by plotting multiple variables on a single graph, and then proceed to walk you through the process of downloading and installing the add-in to conduct multiple unit root tests simultaneously.
By the end of this tutorial, you'll have a clear understanding of how to conuct multiple unit root tests in simultaneous and interpret the output.
Don't forget to subscribe to my channel for more tutorials on time series analysis, and leave a comment below if you have any questions or suggestions for future videos. Thank you for watching, and I hope you find this tutorial helpful.
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JDEconomics
7 сен 2024