Quandt-Andrews test

For notifying us of what you believe are bugs or errors in EViews.
Please ensure your copy of EViews is up-to-date before posting.

Moderators: EViews Gareth, EViews Moderator

Alex
Posts: 1
Joined: Tue Mar 30, 2010 7:48 pm

Quandt-Andrews test

Postby Alex » Tue Mar 30, 2010 7:58 pm

I have performed Quandt-Andrews test using Eviews 6 (after downloading the patch available from your website).
My question relates to EXP Wald F statistics. I would expect that higher test statistic values are associated with lower Prob. values. In the tests I have done it is not always the case. For example, one regression gives me the test statistic value of 38.55 and Prob. of 1.0; a different regression (different dependant variable & regressors) gives me the test statistic value of 28.40 and Prob. of 0.01.
It is possible that some of the series I have “misbehave” or that EViews does not calculate the Prob values correctly. I would like to know whether anyone else reported this issue and, if this is an EViews issue, whether it has been fixed in version 7.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12371
Joined: Tue Sep 16, 2008 5:38 pm

Re: Quandt-Andrews test

Postby EViews Gareth » Tue Mar 30, 2010 8:24 pm

Could you post your workfile?
Follow us on Twitter @IHSEViews


Return to “Bug Reports”

Who is online

Users browsing this forum: No registered users and 3 guests