Search found 7 matches
- Wed Aug 15, 2012 5:45 pm
- Forum: Add-in Support
- Topic: ZAURoot (Zivot-Andrews Unit Root test)
- Replies: 89
- Views: 181192
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%...
- Wed Aug 15, 2012 5:29 pm
- Forum: Add-in Support
- Topic: ZAURoot (Zivot-Andrews Unit Root test)
- Replies: 89
- Views: 181192
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...
- Tue Aug 14, 2012 5:18 pm
- Forum: Program Repository
- Topic: Zivot-Andrews Unit Root Test
- Replies: 36
- Views: 131680
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...
- Tue Aug 14, 2012 4:32 pm
- Forum: Add-in Support
- Topic: Bayesian VAR
- Replies: 63
- Views: 148663
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...
- Tue Aug 14, 2012 4:24 pm
- Forum: Program Repository
- Topic: Zivot-Andrews Unit Root Test
- Replies: 36
- Views: 131680
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
Please, what can I do?
Vanessa
- Mon Aug 06, 2012 6:52 am
- Forum: Add-in Support
- Topic: Bayesian VAR
- Replies: 63
- Views: 148663
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
Vanessa
- Sun Aug 05, 2012 8:51 pm
- Forum: Add-in Support
- Topic: BVARs yet again
- Replies: 16
- Views: 18727
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
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