@JimForest: Great! Thank you so much!!! It works now!
This forum is really helpful and I want to thank the admins for their support and the idea with the add ins! I was wondering, why not create an addin conducting a Chow break point test of a VAR system of equations as .e.g in JMulti. Thank you!
Search found 2 matches
- Tue Sep 11, 2012 2:56 pm
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 141828
- Tue Sep 11, 2012 11:49 am
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 141828
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
I am struggling with the BaiPerron breakpoint test because any equation I estimate using LS, even the simplest one regressing e.g. output on prices from 1984Q1 to 2010Q4 gives as an error message: "R(for 'library(strucchange)') returned an error: evaluation stopped because of an error. " (...