D09-F01-A06 · Guided diagnostic lab

Zivot-Andrews Break Test

Scan admissible break dates in a fixed-lag intercept-break unit-root regression without selecting the break from future revisions.

Null / reading ruleH0: a unit root remains present with a single structural break. The selected model does not test every break type.

1. Validate the series

Full diagnostic scenario seriesNinety-six ordered synthetic observations for the selected known data-generating process.