interpreting the results of unit root test with trend breaks

[maragloria]

Hi There,

I ran the routine "Zivot-Andrews Unit Root Test"

Code: Select all

call zivot(y,"C",4)

to perform a unit root test with trend break and I would like to know how to interpret the results.

From the equation “ZA” I get the following results:

Dependent Variable: DY
Method: Least Squares
Date: 01/04/11 Time: 16:42
Sample (adjusted): 1982Q2 2010Q1
Included observations: 112 after adjustments

Variable Coefficient std. Error t-Statistic Prob.

E_POP_RT(-1) -0.006628 0.001692 -3.916339 0.0002
C 0.062132 0.015577 3.988797 0.0001
@TREND 0.000272 8.29E-05 3.281443 0.0014
DU 0.001541 0.000606 2.541795 0.0125
DT -5.38E-05 3.49E-05 -1.541206 0.1263
DY(-1) 1.995009 0.088271 22.60086 0.0000
DY(-2) -1.078224 0.208280 -5.176808 0.0000
DY(-3) -0.295512 0.208189 -1.419440 0.1588
DY(-4) 0.391776 0.089783 4.363594 0.0000

How do I test for the unit root? Should I test whether or not the coefficient of e_pop_rt(-1) is equal to 1?

Thanks,

Mara