Structural-break unit root model (Perron, 1989)
Posted: Thu Jul 04, 2013 2:19 am
Hi there,
I'm not so familiar with eviews and I want to analyze my data with the structural break unit root model of Perron (1989). I do not have to test for unit root. And the data of the breaks are known.
I have data of 3 brands in 40 stores from the same supermarket concern and consists of 117 weeks. So, in total I've got 6880 observations.
The first question is how I make a workfile of this weeks. I know how to make it in years or months, but in weeks that's a different story I know.
The second question is how I regress the model. Can someone help me with the process? I never worked with Eviews before, only with SPSS.
I hope my question is clear!
Thank you in advance.
I'm not so familiar with eviews and I want to analyze my data with the structural break unit root model of Perron (1989). I do not have to test for unit root. And the data of the breaks are known.
I have data of 3 brands in 40 stores from the same supermarket concern and consists of 117 weeks. So, in total I've got 6880 observations.
The first question is how I make a workfile of this weeks. I know how to make it in years or months, but in weeks that's a different story I know.
The second question is how I regress the model. Can someone help me with the process? I never worked with Eviews before, only with SPSS.
I hope my question is clear!
Thank you in advance.