I estimated Okun's law using annual data:
equation okun.ls gdp_gr c du
and tested for structural break using the Quandt-Andrews test:
okun.ubreak(p) 15
the test showed a significant break in 2006. Is there a way to extract the break date and store it as a string so I can use it in subsequent commands in the same program?
Thanks!
saving the date identified in the Quandt Andrews test
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Re: saving the date identified in the Quandt Andrews test
Not easily. You have to freeze the output into a table and then extract it from the table.
viewtopic.php?f=5&t=18
Or save the F/wald stats into a series using the wfname or lfname options, and then finding the maximum values.
viewtopic.php?f=5&t=18
Or save the F/wald stats into a series using the wfname or lfname options, and then finding the maximum values.
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