Search found 3 matches

by rbn.ibarra
Sat Oct 13, 2012 4:53 pm
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 26537

Re: PPURoot (Perron 1997 unit root test)

Hello Allen 1, - The non-rejection of the null hypothesis means that the series is non-stationary with structural break in 6/25/2007. 2. - Indeed must pass after applying the test on the first difference, but now the data-generating process, should be only break in the intercept. This is because to ...
by rbn.ibarra
Wed Sep 19, 2012 11:57 am
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 26537

Re: PPURoot (Perron 1997 unit root test)

Hi Blanca

Sorry, but I do not know about this test...
by rbn.ibarra
Sun Sep 09, 2012 4:14 pm
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 26537

Re: PPURoot (Perron 1997 unit root test)

Hello Blanca The value of the lag that you give the program at first, is the maximum lag, and usually the maximum lag is given by the frequency at which data are recorded, 12 for annual data, 4 for quarterly data, the program only needs maximum lag (4 or 12) and internally determines the optimal lag...

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