Search found 16 matches

by kevinliberty
Thu Feb 21, 2013 11:11 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

How is the p-value found for the F-stat value found then?
by kevinliberty
Thu Feb 21, 2013 10:54 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Okay so is there a way to retrieve the degrees of freedom for the specific date that is referenced in the QA test results?
by kevinliberty
Thu Feb 21, 2013 9:29 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Normally with an F-stat test there are 2 different degrees of freedom associated with the F-stat test value and the resulting probability.
by kevinliberty
Thu Feb 21, 2013 7:43 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Is there a way to retrieve the df1, and df2 for the QA breakpoint test?
by kevinliberty
Wed Feb 20, 2013 9:51 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Okay thanks,

Can you let me know when the Chow Breakpoint Test bug is fixed as well?
by kevinliberty
Wed Feb 20, 2013 9:17 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

As a hypothetical, if I was running EViews 6 and I was using the probability of a the Quandt-Andrews Breakpoint Test w/ HAC errors as the determining factor of my sample data range then the probability that was being reported in EViews 6 would not be accurate? So in my previous example the QA Breakp...
by kevinliberty
Wed Feb 20, 2013 8:26 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

They both have HAC errors.
by kevinliberty
Wed Feb 20, 2013 8:25 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

FYI I am receiving the same data error for the sample date range in the Chow Breakpoint Test.
by kevinliberty
Wed Feb 20, 2013 8:13 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Excellent thanks the patch worked!! I am having a problem with matching the results from EViews 6 to EViews 7. The earlier iteration of the Quandt-Andrews reports these results (run on EViews 6): Statistic Value Prob. Maximum LR F-statistic (2/12/2011) 13.44626 0.1333 Exp LR F-statistic 4.052823 0.1...
by kevinliberty
Tue Feb 19, 2013 12:42 pm
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Is there a tentative date when this bug we will be fixed?
by kevinliberty
Fri Feb 15, 2013 11:14 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Wait I still am getting the same problem,

When I go to include the HAC Newey-West covariance option. I get the the sample error prompt.
by kevinliberty
Fri Feb 15, 2013 10:56 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Great thanks, I used the command lines to perform the steps and it worked fine.

Thanks for your help!
by kevinliberty
Fri Feb 15, 2013 10:08 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Attached is the data, included in the spreadsheet is my formula and data sample range.

Thanks,

Kevin
by kevinliberty
Fri Feb 15, 2013 9:15 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

I have the Jan 02 2013 build now is that the most recent build?
by kevinliberty
Fri Feb 15, 2013 6:55 am
Forum: Estimation
Topic: Quandt-Andrews Test Error
Replies: 31
Views: 14152

Re: Quandt-Andrews Test Error

Standard Edition - Jul 6 2012 build

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