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EViews Gareth wrote:You'll need to provide more details.

I manage to have the Z-A add-ins function. Thanks.

i have now managed to update to 7.2.

though, the aipz file is not executable and cannot install the add-in.
Can you help with this please?
mrrox

Hi,

I wanted to inquire whether the ZAURoot add-in is an updated version from last year. I had first installed this ZAURoot add-in last year in August (2011). However, the same add-in (when re-installed) provides a more detailed output now.
The reason for my query is that when I am teaching about add-ins in EViews, I would be better equipped if i am aware about the updated add-in rather than an outdated version. Where can I get information about the add-ins being updated?

Thank you in advance.

Aditi

It is up to the author of the add-in to offer support, including details on updates. Generally I just put a note in the first post of the forum thread about the add-in details any changes I've made to it. This thread doesn't have any notes, which either means I forgot to put any in, or means I haven't made any changes

Thank you for the reply.
I should have re-installed the add-in from the first post. I shall keep that in mind when dealing with the other add-ins as well.

Thanks again.
Aditi

lkonya wrote: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

I think Lásló is right, the Null hyphotesis is wrong on eviews output.

There is a mistake in the critical values. For model A, the 5% critical value is -4.8 and for model B the 1% critical value is -4.93. These values are switched in the outputs.

If someone wants to check the original paper:
http://www.est.uc3m.es/masters/Series_T ... 201992.pdf


Regards,

Vanessa

Dear Andrew Eviews

I have a question about the Zivot-andrews unit root test. How do you choose the perfect lag for it? I am using 12 because I have monthly information.

I am working with 177 monthly observations and 5 variables using trend and constant. I know it has structural breaks and I am trying to identify them. However, I am not sure how to identify them.

Could you please help me?

Blanca
bvguizar

Hello, I am trying to run the Z-A unit root test on one serie but it gives me the error: Error in Sample: Range error regardless of how many lags I use. I have monthly data and 176 obs.

Can someone help me please

Post your workfile, along with detailed description of what you have done.

Hello

Thank you for your reply


I have two questions about the Zivot-andrews unit root test. How do you choose the perfect lag for it? I am using 12 because I have monthly information. I am working with 177 monthly observations and 5 variables using trend and constant. I know it has structural breaks and I am trying to identify them. However, I am not sure if I am identifying the breaks correctly since I used the maximum lag of 12 and I got an error on le85nst.

The ones I want to check with Z-A unit root test are:

le85nst
le85p
le85q
lgp
ly

The series I get the error is the one named le85nst. The original series is e85nst, I added logarithms and converted in le85nst and after that I used the seasonal adjustment of X12 since these are american series.

I will use a dummy to reflect the breaks in my ARDL/VAR model.

Thank you

Your workfile has a weird structure. It thinks it is monthly with a start month of "1" and an end month of "177". That makes no sense. Change your structure to something more sensible.

Hello,

What do you mean with a weird structure? Is monthly data. Could you please explain? It is monthly daya starting from Oct 1997 to June 2012 Blanca

What does it say next to Range at the top of the workfile?