ZAURoot (Zivot-Andrews Unit Root test)

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ZAURoot (Zivot-Andrews Unit Root test)

Postby EViews Gareth » Tue Jul 19, 2011 1:06 pm

EViews Gareth wrote:You need EViews 7.1
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d952
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby d952 » Tue Jan 10, 2012 10:31 am

Dear all


I have problem to use ZAUROOT test! I already installed SAUROOT add-ins in my eviews 7. but when I open the object of the series, there is not ZAUROOT option! but in proc there is add-ins option and it shows ZAUROOT test, but it does not work!

I appreciate alot if you help me that how can I run this test on eviews?

Best wishes
Niaz

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

Postby EViews Gareth » Tue Jan 10, 2012 10:47 am

Could you be more specific as to what "does not work" means?
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d952
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby d952 » Tue Jan 10, 2012 11:28 am

Thanks for your prompt reply!
I mean that when I click on Zivot and andewrs option which is built in "proc" of the series nothing happen and I dont see any windowns be opened to specify ZAUROOT properties and run the model. I would appreciate if you tell me is it the true way that Im using to do ZAUROOT?

Best
Niaz

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

Postby EViews Gareth » Tue Jan 10, 2012 11:33 am

Nothing happens at all? When you click on Proc->Add-ins->Zivot-Andrews unit root test, a dialog should pop up asking you to specify the test.
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d952
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby d952 » Tue Jan 10, 2012 11:35 am

yes, thats the problem! I tried it several times but I didnt get any result! thats really strange, do you have any idea about it?

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

Postby EViews Gareth » Tue Jan 10, 2012 11:40 am

What's the build date of your copy of EViews? (available from help->about eviews)
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d952
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby d952 » Tue Jan 10, 2012 11:43 am

build date is Oct-10 2011, and refresh date is Jan 08 2012

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

Postby EViews Gareth » Tue Jan 10, 2012 3:05 pm

It should work then. Try posting your workfile.
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d952
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby d952 » Tue Jan 10, 2012 3:30 pm

workfile.wf1
(128.94 KiB) Downloaded 248 times


here is my workfile, Im going to perform ZAUROOT for lnco, lngdp, lnpo!

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

Postby EViews Gareth » Tue Jan 10, 2012 4:03 pm

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d952
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby d952 » Wed Jan 11, 2012 3:41 am

Thanks alot, the problem is solved, I uninstalled and reinstalled in again and now its working!

d952
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Re: ZAURoot (Zivot-Andrews Unit Root test)

Postby d952 » Wed Jan 11, 2012 6:15 am

as the last question, would you please guide me to interprete the results. here I have some confusing results, for example my t-statistics is -2.59 and 10% critical value is -4.58, therefore the null can not be rejected, but the pvalue is 0.08 which indicates that the null is rejected at 10% significance level!

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

Postby lkonya » Sun Apr 01, 2012 6:38 pm

Dear Gareth,

When I apply the ZAURoot add-in the printout says that "Null Hypothesis: LNGDPPC has a unit root with a structural break ...". Why is that? Isn't the null hypothesis a random walk without structural break?

Kind regards,

László

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

Postby Leepeng » Mon Apr 09, 2012 11:31 pm

I would like to use the Add-ins fuction, currently i am using the eviews 7 and i have downloaded the upgrade version to eviews 7.2. In my eviews window is see the add-ins however when i click on object and view options it indenticate that none available for this window. I try to download add-ins and manage add-ins program also, but it does not work. May I know why?


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