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Andrews-Quandt breakpoint test

Posted: Thu May 05, 2016 3:43 pm
by ral
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.

Re: Andrews-Quandt breakpoint test

Posted: Thu May 05, 2016 5:34 pm
by EViews Glenn

Code: Select all

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