test=arg

Specify the type of test to perform. Use “SADF” to perform the supremum ADF test, and “GSADF” to perform the generalized supremum ADF test.

By default, the rolling ADF test is performed.

window=int

Set the length of the rolling window (for RADF test), or the initial window length (for SADF and GSADF tests).

exog=arg

Specification of exogenous trend variables in the test equation: “trend” (include a constant and a linear time trend), “none” (do not include any exogenous regressors). By default, a constant is included.

lagmethod=arg

Method for selecting lag length (number of first difference terms) to be included in the Dickey-Fuller test regression or number of lags in the AR spectral density estimator: “aic” (Akaike), “sic” (Schwarz), or “hqc” (Hannan-Quinn).

lag=int

User-specified fixed lag.

maxlag=int

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

reps=arg

Number of bootstrap replications.

seed=int

Set the random number generator seed.

rng=arg

Set random number generator type. Available types are: improved Knuth generator (“kn”), improved Mersenne Twister (“mt”), Knuth’s (1997) lagged Fibonacci generator used in EViews 4 (“kn4”), L’Ecuyer’s (1999) combined multiple recursive generator (“le”), Matsumoto and Nishimura’s (1998) Mersenne Twister used in EViews 4 (“mt4”).

nocv

Do not display critical value line in graph.

cvsig=arg (default=0.95)

Critical value for display in graph and for critical value output series (using “cvout=”).

out=name

Name of a series to hold the test statistics.

cvout=name

Name of a series to hold the test critical values.

prompt

Force the dialog to appear from within a program.

p

Print results.