LSunit add-in
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LSunit add-in
This thread is about LSunit add-in that perfoms Lee-Strazicich LM unit root tests with one or two endogenous structural breaks
Re: LSunit add-in
Hello,
Thank you for the add-in. Is there any equivalent of the "THIN" code in RATS to deal with big databases. Indeed, I have 4600 observations and it takes a really really long time to perform the test using lsunit add-in.
Thank you for your help
Thank you for the add-in. Is there any equivalent of the "THIN" code in RATS to deal with big databases. Indeed, I have 4600 observations and it takes a really really long time to perform the test using lsunit add-in.
Thank you for your help
Re: LSunit add-in
Thanks for the good point. I will try to include the thin option soon.
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Re: LSunit add-in
Many thanks for providing this useul add-in
I installed the add-in in my Eviews 9.5
When using the add-in with Model selection = Break and Break number = two (leaving all other settings o default values), I do obtain an Error Message stating "TEMP is not defined or is an illegal command."
Any idea on the reason for such an error?
Many thanks
Max
I installed the add-in in my Eviews 9.5
When using the add-in with Model selection = Break and Break number = two (leaving all other settings o default values), I do obtain an Error Message stating "TEMP is not defined or is an illegal command."
Any idea on the reason for such an error?
Many thanks
Max
Re: LSunit add-in
could you provide the data?
Re: LSunit add-in
Dear all,
I have also encoutered the same problem when I tried to test for the presence of unit roots under the Break model, two breaks:
"TEMP is not defined or is an illegal command".
I would very much appreacite it if I could get some help.
Thanks!
I have also encoutered the same problem when I tried to test for the presence of unit roots under the Break model, two breaks:
"TEMP is not defined or is an illegal command".
I would very much appreacite it if I could get some help.
Thanks!
Re: LSunit add-in
The bug is fixed. Please update the add-in.
Re: LSunit add-in
What Information Criteria is using this package? Is it AIC or BIC? How I can choose it to be BIC? Thanks.
Re: LSunit add-in
There is no option to choose the information criteria. It uses t statistic to select lag length.
Re: LSunit add-in
Dear all,
I am trying to run Lee Strazicich ur test but get "Error 72 in encrypted program" message. On the sample data provided with the add-in it works. What could be a problem and how can it be fixed?
Thank you!
I am trying to run Lee Strazicich ur test but get "Error 72 in encrypted program" message. On the sample data provided with the add-in it works. What could be a problem and how can it be fixed?
Thank you!
Re: LSunit add-in
Hello,
Could I please ask how is the maximum number of lags used determined? I understand that I can reduce them instead of 8 that is set by default in the LSunit add-in but my results change if I set it as max 8 or max 4.
Thank you very much for your time.
Could I please ask how is the maximum number of lags used determined? I understand that I can reduce them instead of 8 that is set by default in the LSunit add-in but my results change if I set it as max 8 or max 4.
Thank you very much for your time.
Re: LSunit add-in
Yes, you can change the maximum number lags.
Re: LSunit add-in
dakila wrote:Yes, you can change the maximum number lags.
Thank you very much for that Dakila! But how is the maximum number determined?
If I use 8, result supports unit root if I use 4, no unit root is found. But what is the actual way I choose if I ll use 8 or 4 as maximum taking into account that they give different results?
Thank you very much for your time!
Re: LSunit add-in
You can't determine the maximum number of lags. You have to choose it according to some expert suggestions.
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