st: Clemente-Monta��s-Reyes unit-root test with single mean shift

["Odar Otero, David Giancarlo" <DOdar@intercorp.com.pe>]

 Dear all,
	I'm running the clemente et all's unit root test to find out if the serie has a unit root or is stationary with structural change, when I type:

. clemao1 lbcrpref

i get this table:

lbcrpref    T =   46     optimal breakpoint :  2005m12

AR( 0)               du1            (rho - 1)     const
------------------------------------------------------------
Coefficient:         0.45329       -0.28703       1.03198
t-statistic:          17.772         -2.509    
P-value:               0.000         -3.560  (5% crit. value)

I'm new at this test and I don't want to make any mistakes. How can i make a good interpretation of this results? What does du1 and (rho-1) mean?

I'd really appreciate your help. Thanks a lot

David

-----Mensaje original-----
De: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de xinzheng shi
Enviado el: Martes, 22 de Enero de 2008 05:01 p.m.
Para: statalist@hsphsun2.harvard.edu
Asunto: st: grid point
Importancia: Baja

Dear all,
  I would like to know how to identify the number of grid point in the nonparametric graph. I know the usual way to identify the bandwidth is 0.9*sd*N^(-0.2). But is there any formular to link bandwidth with number of grid points given that observation number is N. 
  Thanks a lot!

Xinzheng
  



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