Quant Andrew Tests for unknown structural breaks

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mayxanh
Posts: 19
Joined: Sat Feb 12, 2011 12:03 pm

Quant Andrew Tests for unknown structural breaks

Postby mayxanh » Sat May 21, 2011 7:54 pm

The invocation of this test will cause Eviews to be crashed if the ARIMA has the MA component (i.e. q>0).

Attached is my workfile.

Thank you in advance for any explanation
Attachments
test.WF1
(13.99 KiB) Downloaded 330 times
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13319
Joined: Tue Sep 16, 2008 5:38 pm

Re: Quant Andrew Tests for unknown structural breaks

Postby EViews Gareth » Mon May 23, 2011 8:28 am

Yep, got it. Although note, it was not all MA equations that would cause the crash, just some :(

We'll get a fix in the next patch.
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