Why GAUSS for Unit Root Testing?

Quality research begins with reliable and comprehensive unit root testing.

Inadequate unit root testing jeopardizes research results.

Most time series and panel data estimation techniques depend on establishing whether data is stationary or results can be unreliable.

Not sure which unit root test is right for your data? Download our Unit Root Selection Guide!

Standard unit root tests can’t capture the complexities of real-world data.

Failing to account for characteristics such as structural breaks or panel data relationships means losing important information.

Standard unit root tests can’t capture the complexities of real-world data.

Failing to account for characteristics such as structural breaks or panel data relationships means losing important information.

GAUSS offers the most comprehensive unit root testing tools for real-world applications.

Time series unit root testing.
Panel data unit root testing.
Support for multiple structural breaks.
Granger causality tests.
Cointegration tests.
Cointegration tests with regime and trend shifts.
Fourier approximation tests for smooth breaks.

More than 50 tests developed from papers combining for over 165,000 citations.

Clear and Complete Results

  • Test statistics and accompanying critical values.
  • Break point locations (where relevant).
  • Plain language results.
Two breaks ADF test (Narayan & Popp, 2010)
--------Model C: Break in level & trend-----

      ADF-stat        -5.1555 
Break Date One     02/14/2012 
  Fraction One         0.4324 
Break Date Two     07/23/2017 
  Fraction Two         0.7748 
           Lag              3 

Critical Values:
            1%            5%           10%
         -5.58         -4.94         -4.60

Reject the null hypothesis 
of a unit root at the 5% level.
Full running examples for every test.

Testimonials

Expert support makes it easy

I was intimidated by GAUSS at first, but the support team made it easy. They helped me get started and I was even able to run complicated models.

Esmaeil Ebadi, Lecturer UW-Whitewater

Simple and comprehensive

Having all these tests at my fingertips in a consistent and growing package makes my work much easier.

John van Horn, Researcher

Advanced unit root testing gets published

The idea of my paper was good; however, GAUSS added more value to it since I used all the advanced unit root tests using GAUSS.

Zeeshan Khan, PhD Student

Download The Unit Root Selection Guide

Failing to properly test for unit roots can jeopardize research results but knowing which test to use can be complicated.

This guide covers all the tests you need to get the best results from your data including:
Stationarity and unit root tests.
Tests with structural breaks.
Panel data and time series test.

Uncover which test to use and the details you need to know to implement it in this free guide.

    Your Information

    Failing to properly test for unit roots can jeopardize research results but knowing which test to use can be complicated.

    Save time with this easy-to-use guide that shows you how to:
    Choose the right test.
    Interpret the results.
    Get the best results from your data.

      Your Information

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