Good morning,
Please i want to investigate the integration properties of a variable so as
to analyse the persistence in the series.
1. i want to test the fractional integration hypotheses within the interval
(0,1) with grid ie, with step, 0.1. Is my procedure below correct?
fractint ld_ELCNigeria(0) --all
fractint ld_ELCNigeria(0.1) --all
fractint ld_ELCNigeria(0.2) --all
fractint ld_ELCNigeria(0.3) --all
fractint ld_ELCNigeria(0.4) --all
fractint ld_ELCNigeria(0.5) --all
fractint ld_ELCNigeria(0.6) --all
fractint ld_ELCNigeria(0.7) --all
fractint ld_ELCNigeria(0.8) --all
fractint ld_ELCNigeria(0.9) --all
fractint ld_ELCNigeria(1) --all
2. how can i employ the Gil-Alana(2002) code in Gretl
--
*Yusuf Abdulwahab Hassan.Department of Economics and Development
Studies.Federal University of Kashere,Gombe.+234
8036830166.yabdulwahab(a)fukashere.edu.ng <yabdulwahab(a)fukashere.edu.ng>*