A new extension command, STATS TSTESTS
has been uploaded to the SPSS Community website. It carries out one
or more tests on time series. The available tests are the Phillips-Ouliaris
cointegration test, the Phillips-Perron unit-root test, the Augmented Dickey-Fuller
unit-root test, and the Kwiatkowski-Phillips-Schmidt-Shin test of level
or trend stationarity. The command requires the R Essentials.
If you have Statistics version 22, you
can download and install this command using Utilities > Extension Bundles
> Download and Install Extension Bundles. For older versions of
Statistics, download it from the Extension Commands Collection in the SPSS
Community website at
https://www.ibm.com/developerworks/community/files/app?lang=en#/collection/23c2eac7-e524-4393-a4b9-0d224a2a0eda
and install it from Utilities.
You may need to start Statistics as administrator
to do the install and to restart Statistics after installing it.
We hope that you find this useful.
Jon Peck (no "h") aka Kim
Senior Software Engineer, IBM
[hidden email]
phone: 720-342-5621
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