Page 1 of 6

ZAURoot (Zivot-Andrews Unit Root test)

Posted: Mon Apr 05, 2010 1:55 pm
by EViews Gareth
This thread is about the ZAURoot Add-in that performs the Zivot-Andrews Unit Root (1992) test with single structural break.

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Thu Apr 22, 2010 10:28 am
by yezitian1987
Thank you very much!! But I do not know how to use it. What does format string mean? Could it be used in EVIEWS6?

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Thu Apr 22, 2010 10:30 am
by EViews Gareth
As with all Add-ins, this requires EViews 7.1 or above.

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Tue Apr 27, 2010 9:58 am
by rbanaco
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

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Tue Apr 27, 2010 9:59 am
by EViews Gareth
Could you post your workfile?

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Tue Apr 27, 2010 10:17 am
by rbanaco
ok here it is

the tests are for "lpibpc" and some others but let's start from there

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Tue Apr 27, 2010 3:43 pm
by EViews Gareth
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?

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Thu Apr 29, 2010 12:03 pm
by EViews Gareth
-------------Deleted posts here, which involved discovering the problem was not add-in related-------------

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Thu Apr 29, 2010 5:28 pm
by EViews Gareth
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.

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Fri Apr 30, 2010 5:11 pm
by rbanaco
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..

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Thu May 27, 2010 8:28 am
by penumbra
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

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Thu May 27, 2010 8:32 am
by EViews Gareth
Could you email me (support@eviews.com) your workfile and your EViews serial number?

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Wed Aug 18, 2010 12:36 am
by mofar
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

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Thu Aug 26, 2010 8:47 pm
by ahaia1930
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

Re: ZAURoot (Zivot-Andrews Unit Root test)

Posted: Tue Sep 21, 2010 3:46 am
by erburcu81
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?