## Bai and Perron multiple break test

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sohansust
Posts: 13
Joined: Sat Oct 26, 2013 1:35 am

### Re: Bai and Perron multiple break test

Since I am assuming multiple breaks, I created 6 by 10 matrix by
matrix(6,10) breaks

and used
breaks(!j,!i)=eq.@breaks(!j)
in the loop, is shows following error:
@BREAKS is not a member or procedure of EQ in "BREAKS(1,1)=EQ.@BREAKS(1)

EViews Gareth
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Posts: 11907
Joined: Tue Sep 16, 2008 5:38 pm

### Re: Bai and Perron multiple break test

Version of EViews?

sohansust
Posts: 13
Joined: Sat Oct 26, 2013 1:35 am

### Re: Bai and Perron multiple break test

Eviews 8

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11907
Joined: Tue Sep 16, 2008 5:38 pm

### Re: Bai and Perron multiple break test

Not available in 8

sohansust
Posts: 13
Joined: Sat Oct 26, 2013 1:35 am

### Re: Bai and Perron multiple break test

Thanks Gareth,
It works in Eviews 10 (provides the breakdates in vector).

briabr
Posts: 2
Joined: Tue Mar 06, 2018 2:42 am

### Re: Bai and Perron multiple break test

hi
i need urgent help on Bai-Perron test.
I dont know how to estimate these results and what breaks are significant.
I am testing for break in the spread then testing for break in the regression of the residuals on the Google trends events.
Bria

Sequential F-statistic determined breaks: 4

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

0 vs. 1 * 1570.772 1570.772 8.58
1 vs. 2 * 144.9649 144.9649 10.13
2 vs. 3 * 63.33356 63.33356 11.14
3 vs. 4 * 46.49056 46.49056 11.83
4 vs. 5 0.000000 0.000000 12.25

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

Break dates:
Sequential Repartition
1 7/11/2017 6/13/2017
2 9/12/2017 7/11/2017
3 6/13/2017 8/07/2017
4 8/07/2017 9/12/2017

briabr
Posts: 2
Joined: Tue Mar 06, 2018 2:42 am

### Re: Bai and Perron multiple break test

i mean i don't know how to interpret these results:
Sequential F-statistic determined breaks: 4

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

0 vs. 1 * 1570.772 1570.772 8.58
1 vs. 2 * 144.9649 144.9649 10.13
2 vs. 3 * 63.33356 63.33356 11.14
3 vs. 4 * 46.49056 46.49056 11.83
4 vs. 5 0.000000 0.000000 12.25

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

Break dates:
Sequential Repartition
1 7/11/2017 6/13/2017
2 9/12/2017 7/11/2017
3 6/13/2017 8/07/2017
4 8/07/2017 9/12/2017