Andrews-Quandt breakpoint test

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ral
Posts: 23
Joined: Tue Oct 21, 2014 2:44 pm

Andrews-Quandt breakpoint test

Postby ral » Thu May 05, 2016 3:43 pm

Hi,

I would like to run an Andrews-Quandt test for an unknown breakpoint. Here is the equation I am estimating:

equation eqylda.ls(cov="hac") (us10y-us2y) c ahemomstd nfpstd
ubreak 15

I estimate the equation without a problem, but I get this error when I try to run the A-Q test:

UBREAK is not defined or is an illegal command in "UBREAK 15".

I have Eviews 8.1 Enterprise Edition. Is the A-Q test unavailable in this version of Eviews?

Thank you.

EViews Glenn
EViews Developer
Posts: 2620
Joined: Wed Oct 15, 2008 9:17 am

Re: Andrews-Quandt breakpoint test

Postby EViews Glenn » Thu May 05, 2016 5:34 pm

Code: Select all

equation eqylda.ls(cov="hac") (us10y-us2y) c ahemomstd nfpstd
eqylda.ubreak 15


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