Quality research begins with reliable and comprehensive unit root testing.
[/vc_column_text][/vc_column][/vc_row][vc_row][vc_column width="1/6"][/vc_column][vc_column width="1/3"][vc_column_text]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.
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Not sure which unit root test is right for your data? Download our Unit Root Selection Guide!
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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.
[/vc_column_text][/vc_column][/vc_row][vc_row][vc_column width="1/6" offset="vc_hidden-lg vc_hidden-md"][/vc_column][vc_column width="1/3" offset="vc_hidden-lg vc_hidden-md"][vc_column_text]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.
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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.
[/vc_column_text][/vc_column][/vc_row][vc_row][vc_column width="1/6"][/vc_column][vc_column width="1/3"][vc_column_text]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.
[/vc_column_text][vc_column_text]Testimonials
[/vc_column_text][vc_row_inner css=".vc_custom_1613119685321{padding-right: 15px !important;padding-left: 15px !important;}"][vc_column_inner width="1/3"][vc_column_text]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