EViews Gareth wrote:You need EViews 7.1
ZAURoot (Zivot-Andrews Unit Root test)
Moderators: EViews Gareth, EViews Moderator, EViews Esther
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
ZAURoot (Zivot-Andrews Unit Root test)
Follow us on Twitter @IHSEViews
Re: ZAURoot (Zivot-Andrews Unit Root test)
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
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
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
Re: ZAURoot (Zivot-Andrews Unit Root test)
Could you be more specific as to what "does not work" means?
Follow us on Twitter @IHSEViews
Re: ZAURoot (Zivot-Andrews Unit Root test)
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
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
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
Re: ZAURoot (Zivot-Andrews Unit Root test)
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.
Follow us on Twitter @IHSEViews
Re: ZAURoot (Zivot-Andrews Unit Root test)
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?
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
Re: ZAURoot (Zivot-Andrews Unit Root test)
What's the build date of your copy of EViews? (available from help->about eviews)
Follow us on Twitter @IHSEViews
Re: ZAURoot (Zivot-Andrews Unit Root test)
build date is Oct-10 2011, and refresh date is Jan 08 2012
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
Re: ZAURoot (Zivot-Andrews Unit Root test)
It should work then. Try posting your workfile.
Follow us on Twitter @IHSEViews
Re: ZAURoot (Zivot-Andrews Unit Root test)
here is my workfile, Im going to perform ZAUROOT for lnco, lngdp, lnpo!
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
Re: ZAURoot (Zivot-Andrews Unit Root test)
Works for me:
http://eviews.com/Forum_support/ZADemo/ZADemo.htm
http://eviews.com/Forum_support/ZADemo/ZADemo.htm
Follow us on Twitter @IHSEViews
Re: ZAURoot (Zivot-Andrews Unit Root test)
Thanks alot, the problem is solved, I uninstalled and reinstalled in again and now its working!
Re: ZAURoot (Zivot-Andrews Unit Root test)
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!
Re: ZAURoot (Zivot-Andrews Unit Root test)
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
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
Re: ZAURoot (Zivot-Andrews Unit Root test)
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?
Who is online
Users browsing this forum: No registered users and 18 guests