exog=arg (default=“const”)

Specification of exogenous trend variables in the test equation: “const” “trend” (include a constant and a linear time trend).

dif=integer (default=0)

Order of differencing of the series prior to running the test. Valid values are {0, 1, 2}.

break=arg (default=“const”)

Specification of breaking trend variables in the test equation: “const” (intercept only), “both” (intercept and trend), “trend” (trend only). The latter two are applicable only if “exog=trend”).

breakmethod=arg (default=“dfuller”)

Method of specifying the break date: “dfuller” (minimize Dickey-Fuller t-statistic), “minincpt” (minimize intercept break t-statistic), “maxincpt” (maximize intercept break t-statistic), “absincpt” (maximize intercept break absolute t-statistic), “mintrend” (minimize trend break t-statistic), “maxtrend” (maximize trend break t-statistic), “abstrend” (maximize trend break absolute t-statistic), “both” (maximize joint intercept and trend break F-statistic), “user” (fixed break date specified using the “userbreak=” option).

trim=arg (default=10)

Trimming percentage for allowable break dates to consider in automatic break selection (applicable if the specified break method selects a date on the basis of intercept or trend break coefficients).

userbreak=dateobs

User-specified break date.

type=arg (default="io")

Break type: innovation outlier (“io”), additive outlier (“ao”).

lagmethod=arg (default=“sic”)

Method for selecting lag length (number of first difference terms) to be included in the Dickey-Fuller test regressions:

“aic” (Akaike), “sic” (Schwarz), “hqc” (Hannan-Quinn), “msaic” (Modified Akaike), “msic” (Modified Schwarz), “mhqc” (Modified Hannan-Quinn), “tstat” (Ng-Perron first backward significant t-statistic), “fstat” (significant F-statistic).

lag=integer

Use-specified fixed lag.

maxlag=integer

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

lagpval=arg (default=0.1)

Probability value for test-based automatic lag selection (when “lagmethod = tstat” and “lagmethod=fstat).

nograph

Do not display breakpoint selection graph (by default, EViews shows a graph of all of the individual unit root tests and AR coefficients when there is endogenous breakpoint selection).

output=arg

Output matrix containing individual unit root regression results for all candidate break dates.

Each row contains the relevant workfile observation ID (as reported by @TREND), AR coefficient, AR coefficient standard error, number of observations, number of coefficients, number of lags, and if applicable, the t-statistic or F-statistic used in break selection.

prompt

Force the dialog to appear from within a program.

p

Print output from the test.