Search found 3 matches

by MayankM
Mon Jul 05, 2010 12:37 am
Forum: Econometric Discussions
Topic: Different Results with Phillips Peron and ADF Test
Replies: 0
Views: 3176

Different Results with Phillips Peron and ADF Test

I am using Eviews 6. While working on a time series, I checked for unit root problem by application of Phillips Peron and Augmented Dickey Fuller Test. But, I am getting altogether different results from these tests. I am being told that there might be a structural break in the data series and have ...
by MayankM
Sat Jul 03, 2010 3:27 pm
Forum: Econometric Discussions
Topic: cointegration with different levels of stationary
Replies: 16
Views: 53399

Re: cointegration with different levels of stationary

Hello, I have a problem with the cointegration. I am checking cointegration relationships between three variables which are I(1), I(1) and I(2) respectively. When I ran the Johansen test, it revealed that there is no cointegrating relationship, but it still reports adjustment coefficient and the CE'...
by MayankM
Wed Jun 30, 2010 1:02 am
Forum: Econometric Discussions
Topic: Structural breaks in non- stationary data series
Replies: 1
Views: 4332

Structural breaks in non- stationary data series

Hello,

I am using Eviews 6. Its a 3 variable regression model and all the variables are nonstationary. I was wondering if any test exist in Eviews to detect the structural breaks in this type of non stationary data series. Please give me some insight on this issue.

Thank you

Go to advanced search