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
Zivot
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Zivot
There is no built-in routine for the Zivot Andrews Unit Root test. However, you can use the Add-in
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Re: Zivot
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
Re: Zivot
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)
Re: Zivot
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
Thank You
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Zivot
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
Thank you
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
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