Zivot-Andrews Unit Root Test

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Re: Zivot-Andrews Unit Root Test

Postby neverhood on Sat Mar 06, 2010 8:45 pm

Thanks for the code trubador. I've got a pretty low level question. How do you tell eviews to run program mode A B or C, what do you have to type in the program arguments box?

Cheers
neverhood
 
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Re: Zivot-Andrews Unit Root Test

Postby disbudak on Wed Jun 23, 2010 7:17 am

I have the same question. This code gives the result for model C. How do we get the result for model A.
disbudak
 
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Re: Zivot-Andrews Unit Root Test

Postby EViews Gareth on Wed Jun 23, 2010 8:10 am

The code makes it pretty clear - you enter the model you want as the second argument.
EViews Gareth
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Re: Zivot-Andrews Unit Root Test

Postby disbudak on Wed Jun 23, 2010 1:32 pm

thank you very much. I could not notice that argument. best regards
disbudak
 
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Re: Zivot-Andrews Unit Root Test

Postby snax on Tue Jul 13, 2010 7:47 am

I've been testing the zauroot code against a large range of timeseries. All of them indicate a break in the trend and intercept. Does anyone have an example file where there is no break (or a simulation process)? Or am I misunderstanding something at a more basic level? Thanks
snax
 
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