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How to test unit root in Eviews

Step one
Arrange your data in excel file, if you are using Eviews 5 then save excel file as 2003,, from save as file
type 2003.blow is mine excel file.

Set two
Now drag your excel file on Eviews software I con which u have installed, when you will drag file on
Eviews software icon, this following window will open ,, you must do next, again next and then finish
and when u will finish a window will open that contain your data you should also close this file

SAEID AAS MEO The superior university Lahore Pakistan.

You must next , next and finish

When you will finish, finally this window will open and u should close this window.

SAEID AAS MEO The superior university Lahore Pakistan.

Close this file from red button; we


have needed only bottom file.

Now this window will remain open which is necessary for the further statistical test

These are our variable if not clear you can


zoom

SAEID AAS MEO The superior university Lahore Pakistan.

Step three
Right click on the variable which u like to check sationarity. Right click and open

Now go to this files view and in bottom u


will find unit root click on unit root.

When u will click on view of above files, this window will be open

SAEID AAS MEO The superior university Lahore Pakistan.

Click on the unit root

When u will click on the unit root test following window will be appear
Note when the following window appears chose the following criteria. And ok
1. Test type= argumented dickey fuller test(which is selected by default there are many test which
are used to check sationarity but ADF IS most applicable
2. Select level means you want to check stationary at level ,if stationary comes at level than thats
is good but if variable not stationary at level then u must select first difference , if variable is not
stationary at first difference you must select second difference e
3. Father you have no need to change anything because all the items are already selected by
default except level and first difference etc

SAEID AAS MEO The superior university Lahore Pakistan.

Here test type is already select


unit root is check on level
which is by default, means we
have no need to change
anything here we just do ok

When we will press ok this window will be open, which will tells the stationary of data either our
data is stationary or not at level. Lets see results
Note if probability value comes less than five percent then we will say our data is stationary.

SAEID AAS MEO The superior university Lahore Pakistan.

This window is showing the results of data


stationary at level,, here we can see the
probability value of stationary means ADF
,value is more than five percent we will
accept null hypothesis
Null hypothesis= data is not stationary
Alternative hypothesis= data is stationary
Note : you have no need to check anything
but probability value must check
So our data is not stationary at level ,hence
we will again go views unit root and select
first difference rather than level and ok

We have seen our variable is not stationary at level so we are going again views, remember
dont open new file go to above resulted windows views and then unit root and then chose first
deference and ok .and when we will press ok these results appear

SAEID AAS MEO The superior university Lahore Pakistan.

You have noted I have


select now first
difference rather than
level and now ill do ok
and following results
will appear

Now our results are indicating that our


variable is stationary at first difference .so
we will use only two value in our analysis T.
VUALE and PROABLITY VALUE
NOTE:DONT CLOSE this result file now one
variable completed and we will again check
the other variable same like above
procedure now for other variable keep this
file remain unclose and go to following file
open variable check stationary at level if
stationary than good otherwise first or
second difference but again remember
dont close any resulted file .

Which file must be use to check sationarity of other variables.

SAEID AAS MEO The superior university Lahore Pakistan.

We must go on our this, window and


open all variables again.

Best ov luck .
Saeed meo
SAEID AAS MEO The superior university Lahore Pakistan.

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