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- Thu Sep 24, 2009 7:47 am
- Forum: Econometric Discussions
- Topic: Problem (?) with the Chow breakpoint test
- Replies: 1
- Views: 2732
Problem (?) with the Chow breakpoint test
Hi, I'm trying to determine if there is a breakpoint in several series; for this I thought I'd use the Chow test. I've run into an odd problem, however: the Chow test gives me a breakpoint at every point in the series, even though it looks as follows: http://img12.imageshack.us/img12/4933/ahwc.jpg W...