method=arg (default=“hansen”)

Test method: Hansen’s Instability test (“hansen”), Park’s Added Variable (“park”), Engle-Granger residual test (“eg”), Phillips-Ouliaris residual test (“po”).

trend=arg (default=two orders higher than trend in estimated equation)

Specification for the powers of trend to include in the test equation: None (“none”), Constant (“const”), Linear trend (“linear”), Quadratic trend (“quadratic”), Cubic trend (“cubic”), Quartic trend (“quartic”), integer (user-specified power).

Note that the specification implies all trends up to the specified order so that choosing a quadratic trend instructs EViews to include a constant and a linear trend term along with the quadratic. Only trend orders higher than those specified in the original equation will be considered.

p

Print results.

lag=arg (default=“a”)

Method of selecting the lag length (number of first difference terms) to be included in the regression: “a” (automatic information criterion based selection), or integer (user-specified lag length).

lagtype=arg (default=“sic”)

Information criterion or method to use when computing automatic lag length selection: “aic” (Akaike), “sic” (Schwarz), “hqc” (Hannan-Quinn), “msaic” (Modified Akaike), “msic” (Modified Schwarz), “mhqc” (Modified Hannan-Quinn), “tstat” (t-statistic).

maxlag=integer

Maximum lag length to consider when performing automatic lag-length selection

lagpval=number (default=0.10)

Probability threshold to use when performing automatic lag-length selection using a t-test criterion. Applicable when both “lag=a” and “lagtype=tstat”.

nodf

Do not degree-of-freedom correct estimates of the variances.

p

Print results.

nodf

Do not degree-of-freedom correct the coefficient covariance estimate.

p

Print results.

lag=arg (default=0)

Lag specification: integer (user-specified lag value), “a” (automatic selection).

infosel=arg (default=“aic”)

Information criterion for automatic selection: “aic” (Akaike), “sic” (Schwarz), “hqc” (Hannan-Quinn) (if “lag=a”).

maxlag=integer

Maximum lag-length for automatic selection (optional) (if “lag=a”). The default is an observation-based maximum.

kern=arg (default=“bart”)

Kernel shape: “none” (no kernel), “bart” (Bartlett, default), “bohman” (Bohman), “daniell” (Daniel), “parzen” (Parzen), “parzriesz” (Parzen-Riesz), “parzgeo” (Parzen-Geometric), “parzcauchy” (Parzen-Cauchy), “quadspec” (Quadratic Spectral), “trunc” (Truncated), “thamm” (Tukey-Hamming), “thann” (Tukey-Hanning), “tparz” (Tukey-Parzen).

bw=arg (default=“nwfixed”)

Bandwidth: “fixednw” (Newey-West fixed), “andrews” (Andrews automatic), “neweywest” (Newey-West automatic), number (User-specified bandwidth).

nwlag=integer

Newey-West lag-selection parameter for use in nonparametric bandwidth selection (if “bw=neweywest”).

bwoffset=integer (default=0)

Apply integer offset to bandwidth chosen by automatic selection method (“bw=andrews” or “bw=neweywest”).

bwint

Use integer portion of bandwidth chosen by automatic selection method (“bw=andrews” or “bw=neweywest”).