CODE

Here you find RATS code computed for my papers.

1- zaA, zaB and zaC are the Zivot-Adrews unit root test with one endogenous break under the alternative hypothesis of stationarity.

Zivot, A. and Andrews, D. W. K. (1992), ‘Further Evidence on the Great Crash, the Oil Price Shock and the Unit Root hypothesis’, Journal of Business and Economic Statistics 10(3), 251–270.

2- lp2AA, lp2CA, lp2CC, are the Lumsdaine-Papell unit root test with two endogenous breaks under the alternative hypothesis of stationarity.

Lumsdaine, R. and Papell, D. (1997), ‘Multiple Trends Breaks and the Unit Root Hypothesis’, Review of Economics and Statistics 79(2), 212–218.

3- Kapetanios Model2A, Kapetanios Model2B, Kapetanios Model2C, are the Kapetanios unit root test with unknown number of endogenous breaks under the alternative hypothesis of stationarity.

Kapetanios, G. (2005), ‘Unit Root Testing Against the Alternative Hypothesis of m Structural Breaks’, Journal of Time Series Analysis 23, 123–233.

4- LS1crash and LS1trend are the Lee and Strazicich unit root test with one endogenous break under the null and the alternative hypothesis of stationarity.

Lee, J. and Strazicich, M. (2004), ‘Minimum LM Unit Root Test with One Structural Break’, Working Paper, Department of Economics Applachian State University.

5- LS2crash and LS2trend are the Lee and Strazicich unit root test with two endogenous breaks under the null and the alternative hypothesis of stationarity.

Lee J. and Strazicich, M. (2003), ‘Minimum LM Unit Root Test with Two Structural Breaks’, Review of Economics and Statistics 85, no. 4, pp 1082-1089.

6- Shmidt_Phillips is the Shmidt and Phillips unit root test.

Schmidt and Phillips (1992), ‘LM Tests for a Unit Root in the Presence of Deterministic Trends’ Oxford Bulletin of Economics and Statistics, vol 54, pp 257-287.

7- Savr_fevd and Savr_irf are the RATS code for my paper

"What Does Federal Reserve Target? Current or Expected Inflation Rate"

8-Intervention SARIMA is a RATS code for my paper

"Intervention Model for Analyzing the Tourism Sector"

9-War-Terrorism is a RATS code for my paper

"Macroeconomic Consequences of War and Terrorism in Lebanon"

In addition, here are some useful links: