HELP: Put in practice statistical test methodologies

[pdsro]

Hi to everyone. I'm doing a research work about forecast and I found two papers that are very helpful. What I need is to use the methodologies explained on the papers on several series that I have but I'm having problems on getting the necessary variables and apply correctly the procedure. I would like if someone help me with this issue by posting a step by step procedure to apply the tests on time series that I have. If it helps I have Eviews6.

The links to the papers are:

http://www.minneapolisfed.org/research/DP/DP52.pdf

http://www.stanford.edu/~yossi/Files/ecta6949.pdf

thnx!