使用eviews做单位根检验时,有单位根,需要差分,怎样进行差分,又怎样通过差分后的数据进行下一步分析呢?

使用eviews做单位根检验时,有单位根,需要差分,怎样进行差分,又怎样通过差分后的数据进行下一步分析呢?

uroot(adf,const,info=sic,p)housingindex

uroot(adf,trend,info=sic,p)housingindex

uroot(adf,none,info=sic,p)housingindex

genr dhousing=dlog(housingindex)

uroot(adf,const,info=sic,p)dhousing

uroot(adf,trend,info=sic,p)dhousing

uroot(adf,none,info=sic,p)dhousing

So here I have a variable called housingindex, first I will run ADF tests for this variable under SIC creteria, using constant, trend or none 3 conditions. Given the results showed that this variable had unit root, I did a first difference using this "dlog" function (note: if your variable is already in ratrios then simply use "d" instead of "dlog"). Then check for unit roots again and now we are good.

For the above programs you can create a new program and change the variable names into the ones you are using.