Search found 5 matches

by raibarra
Mon Aug 11, 2014 9:30 pm
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 27380

Re: PPURoot (Perron 1997 unit root test)

Hi Akash
The choice of 365 days is correct. To choose the structure of the deterministic trend should be guided by the graph of the series.

Regards
by raibarra
Fri Nov 01, 2013 11:18 am
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 27380

Re: PPURoot (Perron 1997 unit root test)

Hello
Yes, Published critical values ​​are for a sample size 60. When you install the program have access to the code, and you can modify it to include a new window that takes into account the other sample sizes ...

Regards
by raibarra
Fri Apr 12, 2013 9:41 am
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 27380

Re: PPURoot (Perron 1997 unit root test)

Hello Sidtech
In the attachment, you will find the information you're asking

Regards
Prof. RI
by raibarra
Fri Sep 14, 2012 6:40 pm
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 27380

Re: PPURoot (Perron 1997 unit root test)

Hi
Blanca not the same. The test PPUroot was proposed by Professor P. Perron to overcome some weaknesses of Zivot-Andrews test.

Regards
by raibarra
Wed Sep 12, 2012 9:13 pm
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 27380

Re: PPURoot (Perron 1997 unit root test)

Hello Blanca I think the Perron-test is much more complete than the ZA-test, as it allows both under the null and the alternative hypothesis, the series Xt is subject to a break, while the ZA-test, under the null hypothesis, only allows a Nonstationary series Xt, without structural breaks. I recomme...

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