Lumsdaine - Pappel Unit root

Econometrics questions and discussions

Lumsdaine - Pappel Unit root

Postby FaeK » Tue Mar 13, 2012 6:45 am

Hi all,

In implementing lumsdaine and Papell unit root test I get this messege: (## CP18. LPUNIT is not the Name of a PROCEDURE. (Did you forget to SOURCE?)
>>>>@LPUnit(<<<<)

this is the procedure I implemented: @LPUnit(BREAK = INTERCEPT, NBREAKS=2, METHOD=AIC) series

I am using RATS 7.3. I do not what is wrong?

many thanks in advance, if anyone provides help.

Faek
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Re: Lumsdaine - Pappel Unit root

Postby moderator » Tue Mar 13, 2012 9:43 am

You need to make sure that you have the LPUNIT.SRC file installed somewhere (it should have been installed along with RATS automatically). Then, either make sure that RATS can find the LPUNIT.SRC file automatically, or add an explicit SOURCE instruction (with the appropriate path) to your code to compile the procedure file before calling the procedure.

See Section 16.2.1 (Using Existing Procedures) in the User's Guide for details on this.

Regards,
Tom Maycock
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Re: Lumsdaine - Pappel Unit root

Postby FaeK » Thu Mar 15, 2012 5:29 am

Dear Tom,

Thanks very much for your help. RATS help is amazing.

Kinds
Faek
FaeK
 
Posts: 36
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