Interpretation of Zivot Andrews test
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Interpretation of Zivot Andrews test
Can someone help me in interpreting the Zivot Andrews test result? I am attaching here the screenshot of the result.
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EViews Glenn
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Re: Interpretation of Zivot Andrews test
Accounting for the breakpoint estimation, the p-value for rejecting the null is in excess of 0.10.
Re: Interpretation of Zivot Andrews test
Dear Glenn,
the t-statistic suggests that we should not reject the null, while the p-val indicates we should reject the null.
Why are these contradicting?
the t-statistic suggests that we should not reject the null, while the p-val indicates we should reject the null.
Why are these contradicting?
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EViews Glenn
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- Posts: 2682
- Joined: Wed Oct 15, 2008 9:17 am
Re: Interpretation of Zivot Andrews test
As the note indicates, the reported p-value in this case does not account for the breakpoint selection process. Use the critical values.
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