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Structural break tests help

Posted: Sun May 17, 2009 6:27 pm
by tdwil2
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!

Re: Structural break tests help

Posted: Sun May 17, 2009 6:50 pm
by EViews Gareth
You have to have an Equation open before you select the View menu.

Re: Structural break tests help

Posted: Sun May 17, 2009 8:10 pm
by tdwil2
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

Re: Structural break tests help

Posted: Sun May 17, 2009 8:14 pm
by EViews Gareth
Object->New Object->Equation

Re: Structural break tests help

Posted: Thu May 21, 2009 6:02 pm
by tdwil2
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!

Re: Structural break tests help

Posted: Thu May 21, 2009 6:21 pm
by EViews Gareth
You're probably best off reading the introductory chapters of the User Guide, or EViews Illustrated

Structural break tests help

Posted: Mon Mar 01, 2010 4:37 am
by disha
how to do structural test in cointegration in EVIEWS?

Re: Structural break tests help

Posted: Thu Nov 29, 2012 4:51 am
by vahidestan
the question remained unanswered and it is mine too, how to run structure break in eviews?

Re: Structural break tests help

Posted: Thu Nov 29, 2012 12:24 pm
by EViews Glenn
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

Posted: Fri Nov 30, 2012 12:04 am
by trubador
Still, I believe Gregory-Hansen Procedure can be of practical use at the moment...

Re: Structural break tests help

Posted: Fri Nov 30, 2012 10:33 am
by EViews Glenn
Oops. I completely forgot to add that to the end of the post. I remembered it, I really did :)

Re: Structural break tests help

Posted: Wed Dec 19, 2012 1:13 am
by assaf
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

Posted: Mon Aug 01, 2016 8:52 am
by Dimitra
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! :?