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- Thu Apr 12, 2012 7:22 pm
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 217261
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
hi, everyone, I am just a newcomer i have a question: I want to use the bai breakpoint test to test whether a time series have some breakpoint, is it right? I just see someone above replaying the test can be used only to test the equation coefficient? I post my data, it is the sp500 return from 1989...