Chow Test with only a time serie
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Chow Test with only a time serie
I´m working with only a time serie (unemployment) with quarterly data and I want to test for a breakpoint using Chow Test. But, if I only have one variable Y but no variable X, How do I have to do the test?. In order to get the residuals, Should I regress the unemployment against a constat c or not? It´s important to say that my time serie doesn´t have any trend.
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Chow Test with only a time serie
A Chow Test tests for stability of regression coefficients. If you only have one variable, you do not have a regression, and therefore nothing to test.
To put it another way - in what are you testing for a breakpoint?
To put it another way - in what are you testing for a breakpoint?
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