Zivot

For questions regarding programming in the EViews programming language.

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jjaa
Posts: 11
Joined: Tue Sep 28, 2010 8:19 pm

Zivot

Postby jjaa » Tue Sep 28, 2010 9:04 pm

Hi,
I am new using eviews and i have problems to run the zivot and andrews test. Could please someone tell me how I have to do it ?

Thank you

EViews Gareth
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Re: Zivot

Postby EViews Gareth » Tue Sep 28, 2010 9:32 pm

There is no built-in routine for the Zivot Andrews Unit Root test. However, you can use the Add-in
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jjaa
Posts: 11
Joined: Tue Sep 28, 2010 8:19 pm

Re: Zivot

Postby jjaa » Wed Sep 29, 2010 5:20 am

What is an add in?

trubador
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Re: Zivot

Postby trubador » Wed Sep 29, 2010 6:27 am

Add-ins are useful tools that can be used quite similar to built-in procedures. However, all add-ins require EViews 7.1 or above. If you are using EViews 7.1, then you can download the add-in from here and install it. Otherwise, the following link will be more helpful: Subroutine for Zivot-Andrews Unit Root Testing

jjaa
Posts: 11
Joined: Tue Sep 28, 2010 8:19 pm

Re: Zivot

Postby jjaa » Wed Sep 29, 2010 6:56 am

Thank you trubador.
When I try to run the subroutine it appears an error message: Y is not defined in CALL ZIVOT (Y, C, 4).
If I define the serie Y, why that appears?

Thank you

trubador
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Re: Zivot

Postby trubador » Wed Sep 29, 2010 7:04 am

Y is the first argument and represents the name of your series. Suppose that the name of your series is "gdp", then the correct specification would be:

Code: Select all

call zivot(gdp,"C",4)

jjaa
Posts: 11
Joined: Tue Sep 28, 2010 8:19 pm

Re: Zivot

Postby jjaa » Fri Oct 01, 2010 6:48 am

Sorry again, but I am new and i really do not know much about the program. I will tell you, trubador, what i do. I want to run the subroutine Zivot and Andrews, so I go to File-New-Program. Then I paste the code. Then I do click on Run and appears a new window which has two spaces to complete, one says: program name or path, and the other: program arguments. What do I have to do? am I doing it fine or not?

Thank You

jjaa
Posts: 11
Joined: Tue Sep 28, 2010 8:19 pm

Re: Zivot

Postby jjaa » Sun Oct 03, 2010 12:49 pm

I really do not know how to run the subroutine. i'd be very thankful if someone could please help me.

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Zivot

Postby EViews Gareth » Sun Oct 03, 2010 1:25 pm

Have you tried reading the manual?
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jjaa
Posts: 11
Joined: Tue Sep 28, 2010 8:19 pm

Re: Zivot

Postby jjaa » Tue Oct 05, 2010 3:28 pm

Yes I read the user's guide. I saved the program but i have problems to define the arguments. for example, I am working with gdp, when i go to run it apperas a wondow where i have to complete and it says Program arguments(%0,%1..). what is the form that i must complete that? that is what i do not know.
Thank you

EViews Gareth
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Re: Zivot

Postby EViews Gareth » Tue Oct 05, 2010 3:45 pm

You can probably leave it blank.
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