Multiple Breakpoint tests

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isaiah
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Joined: Wed Sep 07, 2011 1:06 pm

Multiple Breakpoint tests

Postby isaiah » Wed Jul 18, 2018 8:21 pm

Can someone help me in interpreting the results below please.

Multiple breakpoint tests
Bai-Perron tests of L+1 vs. L sequentially determined breaks
Date: 07/11/18 Time: 05:47
Sample: 2005 2121
Included observations: 114
Breaking variables: C CIR CUST__DEPS____TOTAL_FUND
ECONOMIC_FREEDOM EQUITY_TA GDPG GROWTH_LOAN
IMPAIRMENTLOANS_GROSS_EQ INTERBANK_ASSETS___
INTER LIQUID_ASSETS___TOTAL_AS LOANS_DEPOSIT
ROE TIER1 TOTAL_REGULATORY_CAPITAL
Break test options: Trimming 0.15, Max. breaks 5, Sig. level 0.05


Sequential F-statistic determined breaks: 4


Scaled Critical
Break Test F-statistic F-statistic Value**


0 vs. 1 * 8.176818 114.4754 27.03
1 vs. 2 * 2.145087 30.03122 29.24
2 vs. 3 * 2.955469 41.37656 30.45
3 vs. 4 * 2.957318 41.40245 31.45
4 vs. 5 0.000000 0.000000 32.12


* Significant at the 0.05 level.
** Bai-Perron (Econometric Journal, 2003) critical values.

Break dates:
Sequential Repartition
1 2083 2024
2 2105 2066
3 2052 2070
4 2024 2105

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