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erburcu81 wrote: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?

Unfortunately, all add-ins require EViews 7.1 or above. The following link will be more helpful: Subroutine for Zivot-Andrews Unit Root Testing

Using add-ins requires version 7.1.

After running ZAURoot with the default of 4 lags, I increase the number of lags to 6. This gives me a "Near Singular Matrix" error message. If I go back and set the number of lags back to 4, instead of getting my original result, I get the "Near Singular Matrix" error message. Thereafter, no matter what number of lags I set, I still get the error message. Is there something I can do to avoid this problem? I attach a file with the exchange rate series I am using below. Many thanks for any suggestions.

If any one knows how the EViews Zivot-Andrews Add-In selects lag length (what criterion), could you please post here? I have looked at the Docs that accompany the Add-In and could not find information on lag length selection criteria, other than it selects lags constrained by the user-specified maximum lags. Many thanks for any info on this.

It uses Akaike Information Criterion (AIC) to determine the optimum lag length. Please note that the maximum lag length is specified by the user.

Thank you trubador.

A quick follow up. When I run Zivot-Andrews in STATA, and specify AIC to select the lag length, I am running into a pretty different result than I get with EViews, even if I impose the lag length (that is, one rejects unit root, the other doesn't; and the break points are far from each other). Are there more differences between the implementations than just how lag lengths are selected?

I am not familiar with STATA and have no idea how it handles the Zivot-Andrews unit root test. However, the source code of EViews's ZAURoot procedure is easily accessible and its results are very much in line with those of the original paper.

Hello,
My name is Raquel. I work with Eviews 7. I have never used Eviews add-ins, however I am interested in applying the Zivot-Andrews test and I have found the add-in ZAUroot to apply this test. I have saved the ZAUroot file. I find the following files inside: zauroot install, zawrap and zivotandrews, but I don´t know how to get it installed and then how to run it. Please, could yo help me?
Thank you in advance,
Raquel

You need EViews 7.1

Dear all,
I am facing the same problem that was faced by previous users. I am using eviews 7.1 and have installed the add-in for zivot-andrews unit root test. But when I try to run it on my series, it turns out as "insufficient number of observations". Can you please kindly post a reply on the solution? I couldn't figure it out from your previous correspondences.
Thanks in advance,
Regards,
Toros

Hi again,
The same error popped up as "insufficient number of observations" when I try through the subroot coding.
Shall I change the code? Can you please kindly help me?
Best regards,
Toros

You should post your workfile...

Dear trubador,
Attahced you will find the workfile. The 2 series that I try to apply the ZAURoot test are LNGSYIH and LNIH. (Both of them are 31 observations).
Why do you think the add-in does not work?
Thanks and best regards,
Toros

1) If you significantly increase the lag-length, you may quickly run out of degrees-of-freedom.
2) Make sure that you are using the most recent update of EViews.

I am using Eviews7. When I download ZAURoot and installed by Eveiws, it asked me to enter the format string which can not skip.
What should I enter?
Or am I doing the wrong way of installing?