Code: Select all
wfopen "C:\EViews9\Example Files\EV9 Manual Data\Chapter 31 - Least Squares with Breakpoints\hansen_jep.wf1"
smpl 1947M01 2001M04
frml y = D(DUR)*12*100
equation eq01.breakls(cov=white, nodf) y y(-1) c 'Breaks: 1965M08, 1991M06
equation eq02.breakls(cov=white, nodf, size=10) y y(-1) c 'Breaks: 1965M08, 1991M06
'UG2, p413
equation eq03.breakls(cov=white, nodf, trim=5, size=10) y y(-1) c 'Breaks: 1963M12, 1994M12
'
'UG2 p415 vs p413
freeze(tbbk) eq03.breakspec
discuss
1 eq03 vs eq02 (Trimming 0.15), big difference
2 UG2 p415, not match p413, the break points
3 what is "Repartition"