Comments on: Unit Root Tests with Structural Breaks https://www.aptech.com/blog/unit-root-tests-with-structural-breaks/ GAUSS Software - Fastest Platform for Data Analytics Wed, 12 Feb 2025 21:54:38 +0000 hourly 1 By: Ghazalf https://www.aptech.com/blog/unit-root-tests-with-structural-breaks/#comment-2349 Mon, 14 Mar 2022 09:11:08 +0000 https://www.aptech.com/?p=19480#comment-2349 Regarding your excellent explanation, I'm interested in the permanent shocks detection in the non-stationary time series, mcp package is one of the methods. Like to know your idea about. Please answer me if it is possible for you.

]]> By: Erica https://www.aptech.com/blog/unit-root-tests-with-structural-breaks/#comment-2291 Mon, 10 Aug 2020 17:22:44 +0000 https://www.aptech.com/?p=19480#comment-2291 In reply to adisuryap.

Most of the unit root tests in the tspdlib library only provide test statistics and critical values as output.

We are planning on updating these procedures to include regression coefficients as output. However, in the meantime, if you email me directly I can assist you in setting up the code to obtain the coefficient estimates.

Erica

]]> By: adisuryap https://www.aptech.com/blog/unit-root-tests-with-structural-breaks/#comment-2288 Sun, 12 Jul 2020 09:34:11 +0000 https://www.aptech.com/?p=19480#comment-2288 Well, I conduct several variables in order to test the Narayan and Popp (2010) unit root test.
How To obtain overall model coefficient within its corresponding significance?
I only obtain its basic results.

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