Search found 2 matches

by briabr
Tue Mar 06, 2018 3:10 am
Forum: Estimation
Topic: Bai and Perron multiple break test
Replies: 21
Views: 65801

Re: Bai and Perron multiple break test

i mean i don't know how to interpret these results: Sequential F-statistic determined breaks: 4 Scaled Critical Break Test F-statistic F-statistic Value** 0 vs. 1 * 1570.772 1570.772 8.58 1 vs. 2 * 144.9649 144.9649 10.13 2 vs. 3 * 63.33356 63.33356 11.14 3 vs. 4 * 46.49056 46.49056 11.83 4 vs. 5 0....
by briabr
Tue Mar 06, 2018 3:09 am
Forum: Estimation
Topic: Bai and Perron multiple break test
Replies: 21
Views: 65801

Re: Bai and Perron multiple break test

hi i need urgent help on Bai-Perron test. I dont know how to estimate these results and what breaks are significant. I am testing for break in the spread then testing for break in the regression of the residuals on the Google trends events. Would you please reply me as soon as possible. Bria Sequent...

Go to advanced search