EViews.com

I feel like we are going round in circles here. To compute the RSS at each date, you do not need to calculate the coefficients, and you certainly do not need to calculate the standard errors, t-stats. You make me confused. I am clearly looking at the RSS formula which is RSS=SUM (y-xb)^2=e^2 , so n...

That's the point - coefficients and t-stats are not calculated. If you want to calculate them, it takes extra machine power, which slows down the whole routine. Not calculated?...The Sum of Squared Residuals i am talking about ... The Sum of Squared Residuals in the Bai and Perron (2003) paper calc...

There are many mathematical tricks you can use so that to calculate the series of RSS you don't need to compute individual coefficients, and certainly not standard errors. You can always use the fixed number of breaks option if you want to view the coefficients and standard errors for two breaks (o...

No, when you calculate the RSS, you calculate the RSS. You could then, from the RSS, compute other statistics, but that's totally inefficient if you don't need those statistics. In the Bai and Perron paper (2003) They choose 2 breaks while the sequential method returned 0. They choose the two break...

Because those results aren't calculated.

huh how come ? When you retrieve an RSS automatically you should get an coefficient and standard deviation T test p value etc right? Am i missing here something? and where do i go wrong in here?

You cannot.

I dont understand the creators of EVIEWS or any other programming language. Why give output but not provide details of the estimation results??? it really doesnt make any sense right? So in order to obtain those estimate what should i do now??

Did you try using the breakls estimation method? yes but i cannot see the output of coefficients and standard errors T test results for the 5 breaks. I put m=5 and i want to see the results of those 5 coefficients and standard errors T test results. To be more clear I want to see the values of coef...

I am having trouble to find out where the coefficient estimation for the 5 breaks are in EVIEWS when i apply the Bai and Perron Sequential Test in EVIEWS. I cannot find anything on their website about this. They only represent the output given for the breaks that are significant by the sequential te...