Search found 4 matches
- Mon Sep 05, 2011 3:56 pm
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 217266
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
That helps. Thanks.
- Sat Aug 20, 2011 8:58 am
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 217266
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
I'm able to run the add-in but the statistics reported are nearly useless when presenting results. I have no come across a paper citing Bai-Perron without reporting the F statistics. Is there a 30 second guide for going into the add in and capturing the F statistics
- Sun Aug 07, 2011 8:27 am
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 217266
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
I am just starting to learn R. I've used Eviews and Stata for most of my research. I have programmed the Bai (1999) test in Stata, but wanted to see how well the BaiPerron test worked in Eviews, mainly because of the easy of Eviews. I would have no clue how to adjust the add-in.
- Sat Aug 06, 2011 2:22 pm
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 217266
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
It seems this question has been asked before, but I'm struggling to fully understand the output BaiPerron reports in eViews. Here's my output: Breakpoints 0 1 2 3 4 5 6 7 8 9 10 BIC -285.4917 -320.6389 -320.5774 -313.0516 -307.9650 -302.9696 -299.7262 -293.8805 -282.3388 -270.0135 -254.8967 Log-Lik ...