I have not dummies in my ecuation, but I get the same error message when I run BP test. I'm testing an ARDL model. Would you help me?You cannot use breakpoint tests when you have a dummy variable such as the one you have - it will cause singularities (as the error message indicates).
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- Tue Feb 10, 2015 4:59 am
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 217232