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
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Yusuf Abdulwahab Hassan.
Department of Economics and Development Studies.
Federal University of Kashere,Gombe.
+234 8036830166.
yabdulwahab@fukashere.edu.ng