Unit root testing

The occurrence of unit roots in economic time series has far reaching consequences for univariate as well as multivariate econometric modelling. Therefore, unit root tests are nowadays the starting point of most empirical time series studies. The oldest and most widely used test is due to Dickey and Fuller (1979). Reviewing this test and variants thereof we focus on the importance of modelling the deterministic component. In particular, we survey the growing literature on tests accounting for structural shifts. Finally, further applied aspects are addressed how to get the size correct and obtain good power at the same time. --Dickey-Fuller,size and power,deterministic components,structural breaks

Estimation for Unit Root Testing

We revisit estimation and computation of the Dickey Fuller (DF) and DF-type tests. Firstly, we show that the usual one step approach, based on the "DF autoregression", is likely to be subject to misspecification. Secondly, we clarify a neglected two step approach for estimation of the DF test. (In fact, we introduce a new two step DF autoregression.) This method is always correctly specified and efficient under the circumstances. However, it is either neglected or misused in unit root testing literature. The commonly employed hybrid of the (correct) two step method is shown to be inefficient, even asymptotically. Finally, we further improve/robustify the proposed two step method by employing the missing initial observations. Our finally proposed method is to be used in unit root testing, since it is a new DF autoregression that retains the missing observations.Comment: 10 page

Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries

The purpose of this paper is to explain both the need and the procedures of unit-root testing to a wider audience. The topic of stationarity testing in general and unit root testing in particular is one that covers a vast amount of research. We have been discussing the problem in four different settings. First we investigate the nature of the problem that motivated the study of unit-root processes. Second we present a short list of several traditional as well as more recent univariate and panel data tests. Third we give a brief overview of the economic theories, in which the testing of the underlying research hypothesis can be expressed in a form of a unit-root / stationary test like the issues of purchasing power parity, economic bubbles, industry dynamic, economic convergence and unemployment hysteresis can be formulated in a form equivalent to the testing of a unit root within a particular series. The last, fourth aspect is dedicated to an empirical application of testing for the non-stationarity in industrial production of CEE-4 countries using a simulation based unit-root testing methodology.Unit-root, Stationarity, Univariate tests, Panel tests, Simulation based unit root tests, Industrial production

Automated Web Applications Testing

Unit tests are a vital part of several software development practices and processes such as Test-First Programming, Extreme Programming and Test-Driven Development. This article shortly presents the software quality and testing concepts as well as an introduction to an automated unit testing framework for PHP web based applicationssoftware quality, continuous integration, unit testing

Generator Kode Unit Testing Untuk Javascript Berbasis Framework Qunit

Pada pengembangan perangkat lunak, kegiatan pengujian merupakan kegiatan yang sangat penting dalam menjaga kualitas perangkat lunak. Melakukan pengujian aplikasi yang memiliki kompleksitas yang tinggi memerlukan waktu dan biaya yang tidak sedikit. Maka dari itu diperlukan sebuah strategi dan teknik pengujian yang tepat agar pengujian perangkat lunak dapat dilakukan secara efektif dari segi waktu dan biaya. Unit Testing adalah salah satu teknik yang dapat digunakan untuk melakukan pengujian perangkat lunak. Unit Testing memiliki focus pengujian pada bagian terkecil dari sebuah aplikasi. Menulis kode Unit Testing dan Test Case secara manual ketika akan melakukan pengujian, memerlukan waktu dan sangat rentan terhadap kesalahan. Javascript memiliki fungsi-fungsi umum yang sering digunakan ketika membangun sebuah aplikasi. Fungsi-fungsi umum ini sangat dimungkinkan untuk diuji dengan sebuah kode Unit Testing yang dihasilkan secara otomatis oleh aplikasi Generator. Pada penelitian ini dihasilkan sebuah aplikasi Generator yang menghasilkan kode Unit Testing Javascript yang berjalan pada lingkungan pengujian berbasis Framework QUnit

SmartUnit: Empirical Evaluations for Automated Unit Testing of Embedded Software in Industry

In this paper, we aim at the automated unit coverage-based testing for embedded software. To achieve the goal, by analyzing the industrial requirements and our previous work on automated unit testing tool CAUT, we rebuild a new tool, SmartUnit, to solve the engineering requirements that take place in our partner companies. SmartUnit is a dynamic symbolic execution implementation, which supports statement, branch, boundary value and MC/DC coverage. SmartUnit has been used to test more than one million lines of code in real projects. For confidentiality motives, we select three in-house real projects for the empirical evaluations. We also carry out our evaluations on two open source database projects, SQLite and PostgreSQL, to test the scalability of our tool since the scale of the embedded software project is mostly not large, 5K-50K lines of code on average. From our experimental results, in general, more than 90% of functions in commercial embedded software achieve 100% statement, branch, MC/DC coverage, more than 80% of functions in SQLite achieve 100% MC/DC coverage, and more than 60% of functions in PostgreSQL achieve 100% MC/DC coverage. Moreover, SmartUnit is able to find the runtime exceptions at the unit testing level. We also have reported exceptions like array index out of bounds and divided-by-zero in SQLite. Furthermore, we analyze the reasons of low coverage in automated unit testing in our setting and give a survey on the situation of manual unit testing with respect to automated unit testing in industry.Comment: In Proceedings of 40th International Conference on Software Engineering: Software Engineering in Practice Track, Gothenburg, Sweden, May 27-June 3, 2018 (ICSE-SEIP '18), 10 page

Testing for Unit Roots: Mexico's GDP

The study presents an analysis of the stochastic nature of the gross domestic product of Mexico for the period 1900-2001. Several specifications to test for the existence of unit roots are presented. The conventional tests, Dickey Fuller, Augmented Dickey Fuller and Phillips Perron, indicate that the series is nonstationary and integrated of order 1. The result is robust to the inclusion of exogenously and endogenously determined structural breaks. Interestingly, when structural breaks are determined endogenously, a structural break in 1907 is identified. We interpret this results as suggesting that setting the date of a structural break ex-ante might not be the most efficient procedure when testing for unit roots.Unit Root tests, structural Break and gross domestic product of Mexico.

Software unit testing in Ada environment

A validation procedure for the Ada binding of the Graphical Kernel System (GKS) is being developed. PRIOR Data Sciences is also producing a version of the GKS written in Ada. These major software engineering projects will provide an opportunity to demonstrate a sound approach for software testing in an Ada environment. The GKS/Ada validation capability will be a collection of test programs and data, and test management guidelines. These products will be used to assess the correctness, completeness, and efficiency of any GKS/Ada implementation. The GKS/Ada developers will be able to obtain the validation software for their own use. It is anticipated that this validation software will eventually be taken over by an independent standards body to provide objective assessments of GKS/Ada implementations, using an approach similar to the validation testing currently applied to Ada compilers. In the meantime, if requested, this validation software will be used to assess GKS/Ada products. The second project, implementation of GKS using the Ada language, is a conventional software engineering tasks. It represents a large body of Ada code and has some interesting testing problems associated with automatic testing of graphics routines. Here the normal test practices which include automated regression testing, independent quality assistance, test configuration management, and the application of software quality metrics will be employed. The software testing methods emphasize quality enhancement and automated procedures. Ada makes some aspects of testing easier, and introduces some concerns. These issues are addressed