Search found 7 matches

by wrsuclaedu
Sun Sep 25, 2011 10:23 am
Forum: Add-in Support
Topic: EqOutputTab (library that helps build equation output)
Replies: 2
Views: 7698

Re: EqOutputTab (library that helps build equation output)

Are there any written instructions available on using this Add-In? Any information is much appreciated.
by wrsuclaedu
Mon May 02, 2011 9:53 am
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 89
Views: 100101

Re: ZAURoot (Zivot-Andrews Unit Root test)

Thank you trubador. A quick follow up. When I run Zivot-Andrews in STATA, and specify AIC to select the lag length, I am running into a pretty different result than I get with EViews, even if I impose the lag length (that is, one rejects unit root, the other doesn't; and the break points are far fro...
by wrsuclaedu
Sat Apr 30, 2011 10:04 pm
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 89
Views: 100101

Re: ZAURoot (Zivot-Andrews Unit Root test)

If any one knows how the EViews Zivot-Andrews Add-In selects lag length (what criterion), could you please post here? I have looked at the Docs that accompany the Add-In and could not find information on lag length selection criteria, other than it selects lags constrained by the user-specified maxi...
by wrsuclaedu
Mon Oct 25, 2010 12:26 pm
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 89
Views: 100101

Re: ZAURoot (Zivot-Andrews Unit Root test)

After running ZAURoot with the default of 4 lags, I increase the number of lags to 6. This gives me a "Near Singular Matrix" error message. If I go back and set the number of lags back to 4, instead of getting my original result, I get the "Near Singular Matrix" error message. Th...
by wrsuclaedu
Tue Oct 12, 2010 8:34 pm
Forum: Add-in Support
Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
Replies: 111
Views: 78276

Re: BaiPerron (Bai-Perron breakpoint test - Requires R)

EViews Gareth wrote:Thanks. Small bug that would give that error whenever only one breakpoint was chosen. Re-download the add-in, and it should now work.


Works like a charm now. Thank you very much for your help.
by wrsuclaedu
Tue Oct 12, 2010 2:44 pm
Forum: Add-in Support
Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
Replies: 111
Views: 78276

Re: BaiPerron (Bai-Perron breakpoint test - Requires R)

Could you post your workfile, and the specification you're doing? Thank you for your reply. Please find attached the data for two variables/series. The first case, using the series ordinaryrevreal. I OLS regress it on Year. Then I go to the addin menu and select the B-P addin. With the sub-sample l...
by wrsuclaedu
Tue Oct 12, 2010 10:09 am
Forum: Add-in Support
Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
Replies: 111
Views: 78276

Re: BaiPerron (Bai-Perron breakpoint test - Requires R)

I am curious if anyone has encountered the following. While running B-P, on some series I get results with the default sample size (0.15). On other series I get an error message that says "Syntax Error", and no result. If I then go back and reduce the sub-sample size from the default to so...

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