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Hi,

What do we do after we run the OLS with the dummies. I found that all of the dummies are significant, then I go to X12 arima or how do I correct this? Please help

Hello

I used log of values and now I have negative values in the series I want to use X12 seasonal adjustment. How can I go around this issue?

anyone helping me will be highly appreciated

Thanks

I am trying to use this add in on my lap top but it just doesn't work. I have eviews 7 and it doesn't let me use it on it. It marks an error.

Someone help please

Hi Dr,

Do you know if the Lumsdain and Papell (1997) test can be run in eviews? Or if this one presents better features agains the Perron (1997) test. Thank you

Dear Professor you mean to use the adds in of the eviews:

PPURoot*
This add-in, written by Prof. Ruben Ibarra, performs the Perron (1997) unit root test with a break in the trend function at an unknown time.

Is this the same test known as Bai and Perron?

Thank you so much professor

Dear Trubador

Do you mean this study:

'Zivot-Andrews Unit Root Test
'Reference: Zivot, E. and Andrews, D. W. K. (1992), “Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis”, Journal of Business & Economic Statistics, Vol. 10, No. 3, pp. 251-270.

Thank you Professor. I read a paper about unit root tests Glynn, J, Perera, N and Verma, R, Unit Root Tests and Structural Breaks: A Survey with Applications, Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, 3...

Hi, Thank you so much for your help, I doubled checked. So this break found is just for constand and trend? Or how does it work? Variable(s) LE85NST t-stat(s) -3.618547 Lag(s) 1.000000 Break 2000M01 DU1 p-value 0.022781 How do you interpret the above results? I am working with 177 monthly observatio...

Hi, with call zivot(le85nst,"C",12) I got Variable(s) LE85NST t-stat(s) -5.055183 Lag(s) 10.00000 Break 2005M12 DU1 p-value 0.000815 Is this wrong? The file I originally updated here got corrupted then I re did it as this one but the values have changed I cannot get why is the same info as...

Hello Trubador,

I get the error attached

do you know why I might get it?

Where you able to fix it? I am having same error

It said 1 to 177 but can you help me now? I have uploaded the file correctly. Hello Thank you for your reply I have two questions about the Zivot-andrews unit root test. How do you choose the perfect lag for it? I am using 12 because I have monthly information. I am working with 177 monthly observat...

Hi Gareth,

Sorry for the delay, please find file attached

Hello,

What do you mean with a weird structure? Is monthly data. Could you please explain? It is monthly daya starting from Oct 1997 to June 2012 Blanca

Hello Thank you for your reply I have two questions about the Zivot-andrews unit root test. How do you choose the perfect lag for it? I am using 12 because I have monthly information. I am working with 177 monthly observations and 5 variables using trend and constant. I know it has structural breaks...