- Bug Fix: Incorrect printing of model type for coint_maki.
- Bug Fix: Critical values printing bug in rals_lm_break.
- Bug Fix: Printing error for pd_lttrend and pd_iltlevel for case with no date vector.
- Added examples:
- Added function:
If using this library please include the following citation:
Nazlioglu, S (2018) TSPDLIB: GAUSS Time Series and Panel Data Methods (Version 2.0). Source Code. https://github.com/aptech/tspdlib
The program files require a working copy of GAUSS 21+.
The GAUSS Time Series and Panel data tests library can be installed and updated directly in GAUSS using the GAUSS package manager.
Before using the functions created by
tspdlib you will need to load the newly created
tspdlib library. This can be done in a number of ways:
- Navigate to the library tool view window and click the small wrench located next to the
tspdliblibrary. Select Load Library.
library tspdlibin the program input/output window.
- Put the line
library tspdlib;at the beginning of your program files.
After installing the library, examples for all available procedures can be found in your GAUSS home directory in the directory pkgs > tspdlib >examples. The example uses GAUSS and .csv datasets which are included in the pkgs > tspdlib >examples directory.
Using GAUSS Packages
For more information on how to make the best use of the TSPDLIB, please see our blog, Using GAUSS Package; Complete Guide.
- A Guide to Conducting Cointegration Tests
- How to Conduct Unit Root Tests in GAUSS
- Panel data, structural breaks, and unit root testing
- Unit Root Tests with Structural Breaks
Eric has been working to build, distribute, and strengthen the GAUSS universe since 2012. He is an economist skilled in data analysis and software development. He has earned a B.A. and MSc in economics and engineering and has over 15 years of combined industry and academic experience in data analysis and research.