Carrion- i - Silvestre unit root for Time Series data

I am trying to use Carrion i silvestre unit root for structural break for time series, but despite the using carrionlib.lcg and time series model I am not able to run this. Kindly help me in this regard.

1 Answer



In general, to use tests contained within a library, you should make sure that:

  1. The library is properly installed using the GAUSS Package Manager or Application Installer.
  2. The library is properly loaded.
  3. You use the appropriate example file as a template for your test.

In this case, to use the GLS-MSBUR test, you should use the msbur.e example file.

I recommend reviewing our blog, "Using GAUSS Packages; Complete Guide" to get a better understanding of how to use the GAUSS libraries.

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