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- Tue Jul 13, 2010 7:47 am
- Forum: Program Repository
- Topic: Zivot-Andrews Unit Root Test
- Replies: 36
- Views: 272201
Re: Zivot-Andrews Unit Root Test
I've been testing the zauroot code against a large range of timeseries. All of them indicate a break in the trend and intercept. Does anyone have an example file where there is no break (or a simulation process)? Or am I misunderstanding something at a more basic level? Thanks