Investigation of Unit Root and Structural Break in Export Value of Agricultural Sector Crops (Pistchio,Raisin,Date)

The purpose of this study is investigation unit root and structural break for export value of pistachio, raisin and dates from employing annual time series data(1974-2014).The first step in this study is using the traditional unit root tests Because of traditional unit root tests may incorrectly indicate that there is a unit root in a series, we use Zivot-Andrews (1992) methodology and Lumsdaine & Papell (1997) methodology that to make robust conclusions about the time series properties of data. The results of traditional unit root test provide no evidence against the uni troot null hypothesis in all variables under study. For indicate the unit root test with existence of structural break from Zivot-Andrews (1992) methodology and Lumsdaine & Papell (1997) methodology are used. The Results from the ZA test and LP test indicate that respectively one and two out of the tree variables under investigation became stationary.Based on from results, exchange rate is the most influential factors in determining date of structural break.