Zivot-Andrews Unit Root Test
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Zivot-Andrews Unit Root Test
Do you have a series called Y in your workfile?
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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 @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
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
Re: Zivot-Andrews Unit Root Test
Where you able to fix it? I am having same error
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- Joined: Sun Feb 09, 2014 2:51 pm
Re: Zivot-Andrews Unit Root Test
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.
I am looking for prompt response from experts. Thank you in advance.
Re: Zivot-Andrews Unit Root Test
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
But I am looking for the parameter estimates of the result
Pl help me
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- Posts: 1
- Joined: Thu Dec 04, 2014 10:54 pm
Re: Zivot-Andrews Unit Root Test
[size=150]
Hello Everyone!
Can anybody help me in applying these codes?
I don't know how to apply these codes because these codes are not working for me at all.
I have tried everything.
Thank You
[/size]
Hello Everyone!
Can anybody help me in applying these codes?
I don't know how to apply these codes because these codes are not working for me at all.
I have tried everything.
Thank You
[/size]
Re: Zivot-Andrews Unit Root Test
What trimming parameter does the ZAUroot add in apply?
Thanks!
Thanks!
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