Chow test at all possible break points

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saadallah
Posts: 15
Joined: Wed Dec 07, 2016 4:59 am

Re: Chow test at all possible break points

Postby saadallah » Mon Dec 19, 2016 4:53 pm

Hello,

I am performing a break least sqaures regression of 25 dependent variables on one indepedent variable ( Y=aX+b). How can i store dates coefficients?

i tried this code
matrix (1,25) dates
for !i=1 to 25
equation eq
equation eq{!i}.breakls(maxbreaks=1) x{!i} c y
colplace(dates,eq.@breaks,!i)
next

but it didn't work.

Would anyone please help me?


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