Hi there,
I'm not so familiar with eviews and I want to analyze my data with the structural break unit root model of Perron (1989). I do not have to test for unit root. And the data of the breaks are known.
I have data of 3 brands in 40 stores from the same supermarket concern and consists of 117 weeks. So, in total I've got 6880 observations.
The first question is how I make a workfile of this weeks. I know how to make it in years or months, but in weeks that's a different story I know.
The second question is how I regress the model. Can someone help me with the process? I never worked with Eviews before, only with SPSS.
I hope my question is clear!
Thank you in advance.
Structural-break unit root model (Perron, 1989)
Moderators: EViews Gareth, EViews Jason, EViews Steve, EViews Moderator
-
- EViews Developer
- Posts: 2671
- Joined: Wed Oct 15, 2008 9:17 am
Re: Structural-break unit root model (Perron, 1989)
There is an add-in you can download for the related Zivot-Andrews unit root test. Go to Add-ins/Download Add-ins and get the ZAURoot add-in. [edit] It sounds as though you want to structure your workfile as a panel (search this forum for links), but note that there is no panel component to either the Zivot-Andrews or the Perron test. You would have to compute for each cross-section separately.
Who is online
Users browsing this forum: No registered users and 19 guests