Search found 16 matches
- 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?
- 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?
- 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.
- 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?
- 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?
Can you let me know when the Chow Breakpoint Test bug is fixed as well?
- 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...
- 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.
- 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.
- 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...
- 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?
- 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.
When I go to include the HAC Newey-West covariance option. I get the the sample error prompt.
- 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!
Thanks for your help!
- 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
Thanks,
Kevin
- 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?
- 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
