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Lumsdaine - Pappel Unit root

PostPosted: Tue Mar 13, 2012 6:45 am
by FaeK
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

Re: Lumsdaine - Pappel Unit root

PostPosted: Tue Mar 13, 2012 9:43 am
by moderator
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
Estima

Re: Lumsdaine - Pappel Unit root

PostPosted: Thu Mar 15, 2012 5:29 am
by FaeK
Dear Tom,

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

Kinds
Faek