unlink

520—Appendix B. Command Reference

When used as a command, unlink converts link objects to ordinary series or alphas. Follow the keyword with a list of names of links to be converted to ordinary series (values). The list of links may include wildcard characters.

Used as a model proc, unlink breaks equation links in the model. Follow the name of the model object by a period, the keyword, and a specification for the variables to unlink.

The spec may contain either a list of the endogenous variables to be unlinked, or the keyword “@ALL”, instructing EViews to unlink all equations in the model.

Note: if a link is to another model or a system object, more than one endogenous variable may be associated with the link. If the spec contains any of the endogenous variables in a linked model or system, EViews will break the link for all of the variables found in the link.

Examples

unlink gdp income

converts the link series GDP and INCOME to ordinary series.

unlink *

breaks all links in the current workfile page.

Used as a model proc, the expressions:

mod1.unlink @all

mod2.unlink z1 z2

unlink all of equations in MOD1, and all of the variables associated with the links for Z1 and Z2 in MOD2.

Cross-references

See Chapter 8, “Series Links”, on page 175 for a detailed description of link objects. See also link (p. 338) and linkto (p. 339).

See Chapter 26, “Models”, on page 775 of the User’s Guide for a discussion of specifying and solving models in EViews. See also append (p. 205), merge (p. 368) and solve (p. 475).

Update model specification.

Recompiles the model and updates all links.

522—Appendix B. Command Reference

Cross-references

See also coef (p. 243).

Carries out unit root tests on a single series, pool series, group of series, or panel structured series.

The ordinary, single series unit root tests include Augmented Dickey-Fuller (ADF), GLS detrended Dickey-Fuller (DFGLS), Phillips-Perron (PP), Kwiatkowski, et. al. (KPSS), Elliot, Rothenberg, and Stock (ERS) Point Optimal, or Ng and Perron (NP) tests for a unit root in the series (or its first or second difference).

If used on a series in a panel structured workfile, or with a pool series, or group of series, the procedure will perform panel unit root testing. The panel unit root tests include Levin, Lin and Chu (LLC), Breitung, Im, Pesaran, and Shin (IPS), Fisher - ADF, Fisher - PP, and Hadri tests on levels, or first or second differences.

Syntax

Tests on a single series may be carried out in two ways: as a command, or as a procedure off of the series. Accordingly, you may enter the keyword followed by the individual series name, or you may enter the series name followed by a period and the keyword.

For other cases, you should enter the object name followed by a period, the keyword, and in the case of pool testing, the name of a pool “?” series.

Options

Basic Specification Options

You should specify the exogenous variables and order of dependent variable differencing in the test equation using the following options:

uroot—523

For backward compatibility, the shortened forms of these options, “c”, “t”, and “n”, are presently supported. For future compatibility we recommend that you use the longer forms.

For ordinary (non-panel) unit root tests, you should specify the test type using one of the following keywords:

For panel testing, you may use one of the following keywords to specify the test:

Options for ordinary (non-panel) unit root tests

In addition, the following panel specific options are available:

524—Appendix B. Command Reference

Applicable to ADF and DFGLS tests, and for other tests when using AR spectral density estimators (where “hac=” is one of {ar, ardt, argls}).

526—Appendix B. Command Reference

Examples

The command:

gnp.uroot(adf,const,lag=3,save=mout)

performs an ADF test on the series GDP with the test equation including a constant term and three lagged first-difference terms. Intermediate results are stored in the matrix MOUT.

ip.uroot(dfgls,trend,info=sic)

runs the DFGLS unit root test on the series IP with a constant and a trend. The number of lagged difference terms is selected automatically using the Schwarz criterion.

unemp.uroot(kpss,const,hac=pr,b=2.3)

runs the KPSS test on the series UNEMP. The null hypothesis is that the series is stationary around a constant mean. The frequency zero spectrum is estimated using kernel methods (with a Parzen kernel), and a bandwidth of 2.3.

sp500.uroot(np,hac=ardt,info=maic)

runs the NP test on the series SP500. The frequency zero spectrum is estimated using the OLS AR spectral estimator with the lag length automatically selected using the modified AIC.