Search found 7 matches

by vanessa14
Wed Aug 15, 2012 5:45 pm
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 88
Views: 81336

Re: ZAURoot (Zivot-Andrews Unit Root test)

There is a mistake in the critical values . For model A, the 5% critical value is -4.8 and for model B the 1% critical value is -4.93 . These values are switched in the outputs. If someone wants to check the original paper: http://www.est.uc3m.es/masters/Series_Temporales_Avanzadas/Papers/Articulo%...
by vanessa14
Wed Aug 15, 2012 5:29 pm
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 88
Views: 81336

Re: ZAURoot (Zivot-Andrews Unit Root test)

Dear Gareth, When I apply the ZAURoot add-in the printout says that "Null Hypothesis: LNGDPPC has a unit root with a structural break ...". Why is that? Isn't the null hypothesis a random walk without structural break? Kind regards, László I think Lásló is right, the Null hyphotesis is wr...
by vanessa14
Tue Aug 14, 2012 5:18 pm
Forum: Program Repository
Topic: Zivot-Andrews Unit Root Test
Replies: 35
Views: 47295

Re: Zivot-Andrews Unit Root Test

Yes, that was the problem and I just saw that I had renamed the variable. But I still have a problem, for some other variables I still can't apply the test, and I'm getting this error message: near singular matrix error. Regressors may be perfectly collinear in equation "temp.ls dy y(-1) c @tre...
by vanessa14
Tue Aug 14, 2012 4:32 pm
Forum: Add-in Support
Topic: Bayesian VAR
Replies: 63
Views: 45231

Re: Bayesian VAR

Hi, just to give a feed-back to you guys, I kind of solved my problem. Turns out the message "_sh1 is not defined" wasn't because of singularity, but because of bad conditioning of the matrix, and I fixed it by changing the scale of the dependent variable, from millions to billions. It wor...
by vanessa14
Tue Aug 14, 2012 4:24 pm
Forum: Program Repository
Topic: Zivot-Andrews Unit Root Test
Replies: 35
Views: 47295

Re: Zivot-Andrews Unit Root Test

I'm getting the message: "y is not defined in "call zivot(y,"C",4)"

Please, what can I do?

Vanessa
by vanessa14
Mon Aug 06, 2012 6:52 am
Forum: Add-in Support
Topic: Bayesian VAR
Replies: 63
Views: 45231

Re: Bayesian VAR

I have the same problem of near singularity (_sh01 not defined), but I can't expand the sample.. Do you suggest any other way to fix this? Thank you.

Vanessa
by vanessa14
Sun Aug 05, 2012 8:51 pm
Forum: Add-in Support
Topic: BVARs yet again
Replies: 16
Views: 7966

Re: BVARs yet again

Hi Esther!

Could you please explain better how to fix the problem with BVAR, when it is appearing the error: "_sh01 not defined" ??
please.... I'm struggling to resolve this, and I'm not a programmer, so I'm having a lot of trouble! Thank you very much in advance.

Vanessa

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