Hi,
I would like to run an Andrews-Quandt test for an unknown breakpoint. Here is the equation I am estimating:
equation eqylda.ls(cov="hac") (us10y-us2y) c ahemomstd nfpstd
ubreak 15
I estimate the equation without a problem, but I get this error when I try to run the A-Q test:
UBREAK is not defined or is an illegal command in "UBREAK 15".
I have Eviews 8.1 Enterprise Edition. Is the A-Q test unavailable in this version of Eviews?
Thank you.
Andrews-Quandt breakpoint test
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Re: Andrews-Quandt breakpoint test
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equation eqylda.ls(cov="hac") (us10y-us2y) c ahemomstd nfpstd
eqylda.ubreak 15
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