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LSunit add-in

Posted: Mon Jan 08, 2018 5:04 pm
by dakila
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

Posted: Mon Jan 29, 2018 3:11 am
by Raph
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

Re: LSunit add-in

Posted: Mon Jan 29, 2018 4:30 am
by dakila
Thanks for the good point. I will try to include the thin option soon.

Re: LSunit add-in

Posted: Tue Apr 10, 2018 11:47 am
by max.caporin
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

Re: LSunit add-in

Posted: Wed Apr 11, 2018 7:59 pm
by dakila
could you provide the data?

Re: LSunit add-in

Posted: Sun May 20, 2018 9:29 am
by amdneto
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!

Re: LSunit add-in

Posted: Tue May 22, 2018 5:44 pm
by dakila
The bug is fixed. Please update the add-in.

Re: LSunit add-in

Posted: Thu Jun 28, 2018 3:50 am
by kokon1
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

Posted: Thu Jun 28, 2018 6:00 pm
by dakila
There is no option to choose the information criteria. It uses t statistic to select lag length.