Search found 5 matches

by Hurlstrino
Mon Nov 15, 2010 7:42 am
Forum: Program Repository
Topic: Zivot-Andrews Unit Root Test
Replies: 36
Views: 132473

Re: Zivot-Andrews Unit Root Test

If I reduce the trimming, I get a singular matrix.

Do you have any other suggestions please, or would you mind taking a look at my data for me ?
by Hurlstrino
Mon Nov 15, 2010 5:21 am
Forum: Program Repository
Topic: Zivot-Andrews Unit Root Test
Replies: 36
Views: 132473

Re: Zivot-Andrews Unit Root Test

Hi, I get the following error. "Is not defined or is an illegal command in "EQUATION TEMP.LS DY (Y-1) C @ TREND DY(-1 TO -4)". Any ideas ? I am running Eviews 7. Thanks Ok, I ran the routine for the older versions of Eviews to see what happens , and now I get an error saying "In...
by Hurlstrino
Mon Nov 15, 2010 4:12 am
Forum: Program Repository
Topic: Zivot-Andrews Unit Root Test
Replies: 36
Views: 132473

Re: Zivot-Andrews Unit Root Test

Hi,

I get the following error.

"Is not defined or is an illegal command in "EQUATION TEMP.LS DY (Y-1) C @ TREND DY(-1 TO -4)".


Any ideas ?

I am running Eviews 7.

Thanks
by Hurlstrino
Sun Nov 14, 2010 12:04 pm
Forum: Estimation
Topic: Structural Breaks in a Series
Replies: 2
Views: 3333

Re: Structural Breaks in a Series

OK, So I am trying to run a granger causality analysis on 20 series, each containing quarterly data. It is my understanding that before I run the granger analysis, I need to take into account the structural breaks. Now, due to the fact that I am running the causality analysis on a group of 20 series...
by Hurlstrino
Sun Nov 14, 2010 10:11 am
Forum: Estimation
Topic: Structural Breaks in a Series
Replies: 2
Views: 3333

Structural Breaks in a Series

Hi, I know that there are questions about testing for structural breaks once you have an equation. My question is how I can test a series I already have for structural breaks. Eviews always wants me to use the equation, however it is the series I am interested in, not the equation. Can this be done ...

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