Zivot-Andrews Unit Root Test

For posting your own programs to share with others

Moderators: EViews Gareth, EViews Moderator

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11131
Joined: Tue Sep 16, 2008 5:38 pm

Re: Zivot-Andrews Unit Root Test

Postby EViews Gareth » Tue Aug 14, 2012 4:37 pm

Do you have a series called Y in your workfile?
Follow us on Twitter @IHSEViews

vanessa14
Posts: 7
Joined: Sun Aug 05, 2012 8:40 pm

Re: Zivot-Andrews Unit Root Test

Postby vanessa14 » Tue Aug 14, 2012 5:18 pm

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 @trend(@trend>13-2) )@trend>13-2)*(@trend-13+2) dy(-1to-3)

I've already tryed changing the model, changing the maxlag, and changing the Trimming parameter. Nothing works...

Vanessa

bvguizar
Posts: 40
Joined: Sat Aug 28, 2010 6:56 am

Re: Zivot-Andrews Unit Root Test

Postby bvguizar » Fri Sep 07, 2012 11:01 am

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

syed_aliraza
Posts: 1
Joined: Sun Feb 09, 2014 2:51 pm

Re: Zivot-Andrews Unit Root Test

Postby syed_aliraza » Sun Feb 09, 2014 2:55 pm

I am new user of Eviews and I have to apply Zivot-Andews Unit root test on my data on both level and first difference. I have applied your code and it is working quite well but it is only showing one value of t-states and prob. I am little bit confused that either this values are for "level" or for "first difference". Please guide how i can obtained both values of Level and first difference by using your provided code.

I am looking for prompt response from experts. Thank you in advance.

skjena
Posts: 1
Joined: Fri Mar 24, 2017 3:57 am

Re: Zivot-Andrews Unit Root Test

Postby skjena » Fri Jun 16, 2017 11:54 pm

I have run the test and got the result of Zivot-Andrews Unit root test.

But I am looking for the parameter estimates of the result

Pl help me


Return to “Program Repository”

Who is online

Users browsing this forum: No registered users and 1 guest