Search found 7 matches
- Sun Sep 25, 2011 10:23 am
- Forum: Add-in Support
- Topic: EqOutputTab (library that helps build equation output)
- Replies: 2
- Views: 11807
Re: EqOutputTab (library that helps build equation output)
Are there any written instructions available on using this Add-In? Any information is much appreciated.
- Mon May 02, 2011 9:53 am
- Forum: Add-in Support
- Topic: ZAURoot (Zivot-Andrews Unit Root test)
- Replies: 89
- Views: 181139
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...
- Sat Apr 30, 2011 10:04 pm
- Forum: Add-in Support
- Topic: ZAURoot (Zivot-Andrews Unit Root test)
- Replies: 89
- Views: 181139
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...
- Mon Oct 25, 2010 12:26 pm
- Forum: Add-in Support
- Topic: ZAURoot (Zivot-Andrews Unit Root test)
- Replies: 89
- Views: 181139
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...
- Tue Oct 12, 2010 8:34 pm
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 139828
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.
- Tue Oct 12, 2010 2:44 pm
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 139828
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...
- Tue Oct 12, 2010 10:09 am
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 139828
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...