Trouble with the Perron/Zivot-Andrews tests Add-in
Posted: Mon Sep 03, 2012 8:27 am
When I run both the Perron (ppuroot) and Zivot-Andrews (zauroot) add-in unit roots test with structural breaks on my quarterly data, i get the message "Near singular matrix error. Regressors may be perfectly collinear". Only when I apply the tests for one of my monthly series (inflation) I do get the resuls of the tests. Does any have an idea of what is going on? My workfile is attached.