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st: Zivot-Andrews test

From   "[email protected]" <[email protected]>
To   [email protected]
Subject   st: Zivot-Andrews test
Date   Wed, 5 Jan 2011 12:48:30 +0100 (CET)

     I'm studying two time-series (GDP and energy consumption) and I run the 
Zivot-Andrews test,
which allow for structural breaks in the series.
Does anyone help me in interpret the STATA output? What's the H0 hypothesis?
If I have a t-test < 5% Critical Value, what should I conclude?
Here there is an output for the GDP series:

. zandrews loggdpgkpc, break(trend) graph

Zivot-Andrews unit root test for  loggdpgkpc

Allowing for break in trend

Lag selection via TTest: lags of D.loggdpgkpc included = 0

Minimum t-statistic -1.764 at 1991  (obs 22)

Critical values: 1%: -4.93 5%: -4.42

Best Regards,


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