Trouble with the Perron/Zivot-Andrews tests Add-in
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Trouble with the Perron/Zivot-Andrews tests Add-in
When I run both the Perron (ppuroot) and Zivot-Andrews (zauroot) add-in unit roots test with structural breaks on my quarterly data, i get the message "Near singular matrix error. Regressors may be perfectly collinear". Only when I apply the tests for one of my monthly series (inflation) I do get the resuls of the tests. Does any have an idea of what is going on? My workfile is attached.
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- inflation_dynamics2.wf1
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