ZAURoot (Zivot-Andrews Unit Root test)

[EViews Gareth]

This thread is about the ZAURoot Add-in that performs the Zivot-Andrews Unit Root (1992) test with single structural break.

[yezitian1987]

Thank you very much!! But I do not know how to use it. What does format string mean? Could it be used in EVIEWS6?

[EViews Gareth]

As with all Add-ins, this requires EViews 7.1 or above.

[rbanaco]

hy I have eviews 7.1 and this add in installed but I get "insufficient number of observations" ... what can I do? I'm testing unit root for GDP and some other variables of portugal between 1960-2008 and I can't perform this test... can anyone help me? thank you in advance

[EViews Gareth]

Could you post your workfile?

[rbanaco]

ok here it is

the tests are for "lpibpc" and some others but let's start from there

[EViews Gareth]

Just to confirm, when you execute the following command:

Code: Select all

equation temp.ls d(lpibpc) lpibpc(-1) c @trend d(lpibpc(-1)) d(lpibpc(-2))

on the workfile you just posted, you get the same "insufficient observations" error?

[EViews Gareth]

-------------Deleted posts here, which involved discovering the problem was not add-in related-------------

[EViews Gareth]

Ok, it is definitely not related to this add-in, so I'm going to remove the posts from here and move it to email.

[rbanaco]

hy there! I fixed it.. the problem was the program itself don't know why but i uninstalled and cleaned all the registry entries of it and the folders in appdata and now it works like charm thank you for your patience and time I appreciated it..

[penumbra]

I am having exactly the same problem as the user above. i have a workfile with a series (rids) consisting of 129 observations. if i attempt to run the zauroot test on it, regardless of how many lags i specify, I receive the insufficient number of observations error.

the same works for command line. typing in rids.zauroot results in the same error.

ps. eviews 7.1


edit. having downloaded the previous user's workfile, I receive the same insufficient number of observations error performing the test on his series

[EViews Gareth]

Could you email me (support@eviews.com) your workfile and your EViews serial number?

[mofar]

Hello,

Can you please let me know how one should interprete the results of ZA unit root test in EViews? P-value of this test can show us the acceptance of H0:unit root?

thanks
reza

[ahaia1930]

URGENT
Got a problem. Want to use Z-A test. have 37 obervations. For all the series, get near singular matrix error - irrespective of lag and whether C, T or C&B option is sued. How to fix it? using Eviews 7.1.
Thanks

[erburcu81]

Hi

I am trying to download ZAURoot adds in to my computer.l i have Eviews 6. It wants me to write something in the Format String part and I could not skip that part.

Could you please expalin me what to do?