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.
In general, to use tests contained within a library, you should make sure that:
- The library is properly installed using the GAUSS Package Manager or Application Installer.
- The library is properly loaded.
- 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.