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Re: Zivot-Andrews Unit Root Test

Posted: Tue Aug 14, 2012 4:37 pm
by EViews Gareth
Do you have a series called Y in your workfile?

Re: Zivot-Andrews Unit Root Test

Posted: Tue Aug 14, 2012 5:18 pm
by vanessa14
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

Re: Zivot-Andrews Unit Root Test

Posted: Fri Sep 07, 2012 11:01 am
by bvguizar
Where you able to fix it? I am having same error

Re: Zivot-Andrews Unit Root Test

Posted: Sun Feb 09, 2014 2:55 pm
by syed_aliraza
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.

Re: Zivot-Andrews Unit Root Test

Posted: Fri Jun 16, 2017 11:54 pm
by skjena
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

Re: Zivot-Andrews Unit Root Test

Posted: Mon Nov 12, 2018 1:13 am
by kamranhamid
[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
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Re: Zivot-Andrews Unit Root Test

Posted: Sat May 18, 2019 8:56 am
by abby_d
What trimming parameter does the ZAUroot add in apply?
Thanks!