This code accompanies the Aptech blog Unit Root Tests with Structural Breaks which was published on 2/15/2019.
The program files require a working copy of GAUSS 18+. Many can be run on earlier versions with some small revisions.
Three program files are included:
- tspdlib_blog.e - This file generate the U.S Current Account plot and runs the unit tests included in the blog.
- unitroot_plots.e - This file generates the plot of stationary and non-stationary series that are included in the blog.
- tspdlib_blog.dat - This file contains the data used in tspdlib_blog.e and unitroot_plots.e.