LSunit add-in

For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread.

Moderators: EViews Gareth, EViews Moderator, EViews Esther

dakila
Posts: 437
Joined: Tue Nov 24, 2015 4:57 pm

LSunit add-in

Postby dakila » Mon Jan 08, 2018 5:04 pm

This thread is about LSunit add-in that perfoms Lee-Strazicich LM unit root tests with one or two endogenous structural breaks

Raph
Posts: 1
Joined: Fri Jan 26, 2018 8:10 am

Re: LSunit add-in

Postby Raph » Mon Jan 29, 2018 3:11 am

Hello,

Thank you for the add-in. Is there any equivalent of the "THIN" code in RATS to deal with big databases. Indeed, I have 4600 observations and it takes a really really long time to perform the test using lsunit add-in.

Thank you for your help

dakila
Posts: 437
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Mon Jan 29, 2018 4:30 am

Thanks for the good point. I will try to include the thin option soon.

max.caporin
Posts: 1
Joined: Tue Apr 10, 2018 9:59 am

Re: LSunit add-in

Postby max.caporin » Tue Apr 10, 2018 11:47 am

Many thanks for providing this useul add-in
I installed the add-in in my Eviews 9.5
When using the add-in with Model selection = Break and Break number = two (leaving all other settings o default values), I do obtain an Error Message stating "TEMP is not defined or is an illegal command."
Any idea on the reason for such an error?
Many thanks

Max

dakila
Posts: 437
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Wed Apr 11, 2018 7:59 pm

could you provide the data?

amdneto
Posts: 1
Joined: Sat May 19, 2018 10:36 am

Re: LSunit add-in

Postby amdneto » Sun May 20, 2018 9:29 am

Dear all,

I have also encoutered the same problem when I tried to test for the presence of unit roots under the Break model, two breaks:

"TEMP is not defined or is an illegal command".

I would very much appreacite it if I could get some help.

Thanks!

dakila
Posts: 437
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Tue May 22, 2018 5:44 pm

The bug is fixed. Please update the add-in.

kokon1
Posts: 4
Joined: Sat Jan 13, 2018 1:24 pm

Re: LSunit add-in

Postby kokon1 » Thu Jun 28, 2018 3:50 am

What Information Criteria is using this package? Is it AIC or BIC? How I can choose it to be BIC? Thanks.

dakila
Posts: 437
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Thu Jun 28, 2018 6:00 pm

There is no option to choose the information criteria. It uses t statistic to select lag length.

nlevenko
Posts: 4
Joined: Mon Feb 04, 2019 6:17 am

Re: LSunit add-in

Postby nlevenko » Mon Sep 09, 2019 6:07 am

Dear all,
I am trying to run Lee Strazicich ur test but get "Error 72 in encrypted program" message. On the sample data provided with the add-in it works. What could be a problem and how can it be fixed?
Thank you!

dakila
Posts: 437
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Mon Sep 09, 2019 8:31 am

Could you post the data?

pitsi
Posts: 19
Joined: Wed May 28, 2014 2:43 pm

Re: LSunit add-in

Postby pitsi » Tue Jun 07, 2022 11:08 am

Hello,

Could I please ask how is the maximum number of lags used determined? I understand that I can reduce them instead of 8 that is set by default in the LSunit add-in but my results change if I set it as max 8 or max 4.
Thank you very much for your time.

dakila
Posts: 437
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Wed Jun 08, 2022 1:51 am

Yes, you can change the maximum number lags.

pitsi
Posts: 19
Joined: Wed May 28, 2014 2:43 pm

Re: LSunit add-in

Postby pitsi » Sun Jun 12, 2022 10:36 am

dakila wrote:Yes, you can change the maximum number lags.



Thank you very much for that Dakila! But how is the maximum number determined?
If I use 8, result supports unit root if I use 4, no unit root is found. But what is the actual way I choose if I ll use 8 or 4 as maximum taking into account that they give different results?

Thank you very much for your time!

dakila
Posts: 437
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Tue Jun 14, 2022 4:28 pm

You can't determine the maximum number of lags. You have to choose it according to some expert suggestions.


Return to “Add-in Support”

Who is online

Users browsing this forum: No registered users and 4 guests