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thank you very much :) it works!!. Dear Gareth, with the following commands, the software knows that i want it to calculate the white test of the break date and compare if it is lower than 0.05, in the case it is, it should use model 1 else model 2, after that, it should repeat this procedure on the...

Dear Gareth, You are right the problem is that the dummy is fulfills with NA.. And maybe the reason is that the @dateval(breaks,1,0) give me the date in the following format "YYYYMM" and the @date give me "MM/1/YYYY" how can I change one of them? Is there any possibility to trans...

Dear Gareth, I have some problems trying to calculate the Wald statistics, could you please help me vector Model if white(!i+1) <0.05 then Model=1'="Model 1: Bootstrap homoskedastic" else Model=2'='Model 2: Bootstrap heteroskedastic" endif 'Bootstrap !rep=645 'number of replications v...

the problem with this command is that the vector is being fulfilled with NA :?

:) i am trying to store the value in a vector but i get the following error message: An unnamed object cannot be converted to a string in "BREAK=@DATEVAL(@WSPLIT(@RIGHT(TABLE(9,1),44)))" vector(5) break freeze(table)eq.breakls(method=glob)series01 c series01(-1) break=dateval(@wsplit(@righ...

i want to use these value to create dummies and estimate the model with the break date.. so it will be something like that: scalar Model if white(!i+1) <0.05 then Model=1="Model 1: Bootstrap homoskedastic" else Model=2="Model 2: Bootstrap heteroskedastic" endif '!rep=2 'number of...

Is there any command to fix that value?? or to freeze the vector and ask for its value?? :(

freeze(table)eq.breakls(method=glob) series01 c series01(-1)
@wsplit(@right(table(9,1),44)) ' create svector

it looks like this:
1956M09,
1965M08,
1973M10,
1982M01,
1991M06

is it possible to transform this svector into a date vector??

Dear Gareth, i find the way to get the table with the following command breakls(method=glob,select=high) series01 c series01(-1) [i can't freeze the result in a table when i use this way] or freeze(tab)eq.multibreak(method=globinfo), using the last one how can i extract the breakdates from the freez...

it shows an error message with the following text "Not available with this estimation model" :(

thanks!!!...sorry for bother you but how can I store the Estimated break dates from Bai-Perron.. it is very easy to obtain it by clicking (Views/stabilityDiagnostics/multiple Breakpoint Test......Test specification: Method: Global information criteria)but how can I obtain it programming.. i was tryi...

I'm using Eviews 8 :)

thank you very much for your help!!!!.. :D
i have now the following error:
@GRAD is not a Genr or series expression function in "@GRAD(1)ˆ2" in "DO_EQ1.WHITE"

equation eq1.ls({%CovOpt}) {%dep} {%regs}
eq1.white

trying to improve the first part: vector(650) chow 'create a vector to store chow test equation eq1.ls({%CovOpt}) {%dep} {%regs} 'estimate equation. !c=-1 for !i=0 to 650 !c=!c+1 %date=@otod(@dtoo("1947m03")+!c) freeze(test{!c})eq1.chow {%date} scalar Fvaluechow{!c}=@val(test{!c}(3,2)) cho...

Dear Mr. Gareth, I am so sorry to bother you, i am beginner with programming in Eviews..i just want to ask for your suggestion about how to plot the sequence of Chow statistics as a function of candidate break dates.. i was trying to follow your comments about that in some forums but it was unsucces...