ZAURoot (Zivot-Andrews Unit Root test)

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EViews Gareth
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ZAURoot (Zivot-Andrews Unit Root test)

Postby EViews Gareth » Mon Apr 05, 2010 1:55 pm

This thread is about the ZAURoot Add-in that performs the Zivot-Andrews Unit Root (1992) test with single structural break.
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yezitian1987
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby yezitian1987 » Thu Apr 22, 2010 10:28 am

Thank you very much!! But I do not know how to use it. What does format string mean? Could it be used in EVIEWS6?

EViews Gareth
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby EViews Gareth » Thu Apr 22, 2010 10:30 am

As with all Add-ins, this requires EViews 7.1 or above.
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rbanaco
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby rbanaco » Tue Apr 27, 2010 9:58 am

hy I have eviews 7.1 and this add in installed but I get "insufficient number of observations" ... what can I do? I'm testing unit root for GDP and some other variables of portugal between 1960-2008 and I can't perform this test... can anyone help me? thank you in advance

EViews Gareth
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby EViews Gareth » Tue Apr 27, 2010 9:59 am

Could you post your workfile?
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rbanaco
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby rbanaco » Tue Apr 27, 2010 10:17 am

ok here it is

the tests are for "lpibpc" and some others but let's start from there
Attachments
dados em eviews.wf1
(68.82 KiB) Downloaded 1246 times

EViews Gareth
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby EViews Gareth » Tue Apr 27, 2010 3:43 pm

Just to confirm, when you execute the following command:

Code: Select all

equation temp.ls d(lpibpc) lpibpc(-1) c @trend d(lpibpc(-1)) d(lpibpc(-2))

on the workfile you just posted, you get the same "insufficient observations" error?
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EViews Gareth
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby EViews Gareth » Thu Apr 29, 2010 12:03 pm

-------------Deleted posts here, which involved discovering the problem was not add-in related-------------
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EViews Gareth
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby EViews Gareth » Thu Apr 29, 2010 5:28 pm

Ok, it is definitely not related to this add-in, so I'm going to remove the posts from here and move it to email.
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rbanaco
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby rbanaco » Fri Apr 30, 2010 5:11 pm

hy there! I fixed it.. the problem was the program itself don't know why but i uninstalled and cleaned all the registry entries of it and the folders in appdata and now it works like charm thank you for your patience and time I appreciated it..

penumbra
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby penumbra » Thu May 27, 2010 8:28 am

I am having exactly the same problem as the user above. i have a workfile with a series (rids) consisting of 129 observations. if i attempt to run the zauroot test on it, regardless of how many lags i specify, I receive the insufficient number of observations error.

the same works for command line. typing in rids.zauroot results in the same error.

ps. eviews 7.1


edit. having downloaded the previous user's workfile, I receive the same insufficient number of observations error performing the test on his series
Attachments
excel data.wf1
(9.24 KiB) Downloaded 809 times
Last edited by penumbra on Thu May 27, 2010 8:36 am, edited 1 time in total.

EViews Gareth
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby EViews Gareth » Thu May 27, 2010 8:32 am

Could you email me (support@eviews.com) your workfile and your EViews serial number?
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mofar
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby mofar » Wed Aug 18, 2010 12:36 am

Hello,

Can you please let me know how one should interprete the results of ZA unit root test in EViews? P-value of this test can show us the acceptance of H0:unit root?

thanks
reza

ahaia1930
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby ahaia1930 » Thu Aug 26, 2010 8:47 pm

URGENT
Got a problem. Want to use Z-A test. have 37 obervations. For all the series, get near singular matrix error - irrespective of lag and whether C, T or C&B option is sued. How to fix it? using Eviews 7.1.
Thanks

erburcu81
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby erburcu81 » Tue Sep 21, 2010 3:46 am

Hi

I am trying to download ZAURoot adds in to my computer.l i have Eviews 6. It wants me to write something in the Format String part and I could not skip that part.

Could you please expalin me what to do?


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