Structural break tests help
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Structural break tests help
I have time series data saved as a workfile in Eviews 6. I am trying to run strucutural breakpoint tests on the data (eg Chow's).
The User Guide says to click 'view' then 'stabililty tests' to run these. however, when i select 'view', this stablity tests option doesn't appear.
any tips?
thanks!
The User Guide says to click 'view' then 'stabililty tests' to run these. however, when i select 'view', this stablity tests option doesn't appear.
any tips?
thanks!
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13306
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Structural break tests help
You have to have an Equation open before you select the View menu.
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Re: Structural break tests help
how do i do that. sorry such a simple question, i'm just getting started with eviews.
so from my workfile which contains my time series data, do i set up an equation? or do i do it from the series spreadsheet window?
thanks
so from my workfile which contains my time series data, do i set up an equation? or do i do it from the series spreadsheet window?
thanks
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13306
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Structural break tests help
i have the equation ready to be written up.
so i have a time series of passenger numbers, called 'total_psngr_numbers' that i want to analyse.
how do i incorporate this into an equation so that this test can be run?
thanks!
so i have a time series of passenger numbers, called 'total_psngr_numbers' that i want to analyse.
how do i incorporate this into an equation so that this test can be run?
thanks!
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13306
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Structural break tests help
You're probably best off reading the introductory chapters of the User Guide, or EViews Illustrated
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Structural break tests help
how to do structural test in cointegration in EVIEWS?
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- Joined: Sat Sep 08, 2012 10:19 am
Re: Structural break tests help
the question remained unanswered and it is mine too, how to run structure break in eviews?
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- EViews Developer
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- Joined: Wed Oct 15, 2008 9:17 am
Re: Structural break tests help
I think the question is about structural breaks in cointegration. The question isn't particularly specific, but there's nothing built in at the moment.
Re: Structural break tests help
Still, I believe Gregory-Hansen Procedure can be of practical use at the moment...
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- EViews Developer
- Posts: 2671
- Joined: Wed Oct 15, 2008 9:17 am
Re: Structural break tests help
Oops. I completely forgot to add that to the end of the post. I remembered it, I really did
Re: Structural break tests help
Please advice if I found an structural break point , do you recommend to separate the regression over two periods ? Does it apply on fixed effect regressions ? I am applying the regression to obtain the residuals not to estimate the coefficients and their significance(although it is important to do so and I will of course ).
Re: Structural break tests help
Hello guys.
I want to test some time series for structural breaks. For instance, my data is the DAX stock market prices of the last 10 years. Up to now I run a simple regression only with intercept. Do you have any specific suggestion for which method or test I should use to find the structural breaks? Chow test is not really helpful as I have to test specific chosen dates. I found the multiple breakpoint test but this option contains 5 different options and I have no idea what to use... I tried the first option of "Sequential L + 1 breaks vs L" but I don't understand the difference between the sequential and the repartition breakpoints!
I want to test some time series for structural breaks. For instance, my data is the DAX stock market prices of the last 10 years. Up to now I run a simple regression only with intercept. Do you have any specific suggestion for which method or test I should use to find the structural breaks? Chow test is not really helpful as I have to test specific chosen dates. I found the multiple breakpoint test but this option contains 5 different options and I have no idea what to use... I tried the first option of "Sequential L + 1 breaks vs L" but I don't understand the difference between the sequential and the repartition breakpoints!
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