Chow Test Error Message

[newsh101]

I have tried to run the Chow Breakpoint Test on my time series equation. I entered the breakpoint test as 4 however the error message comes up saying "Specification leads to singular matrix in at least one sub-sample". I dont get any results after this point. Any help?

[EViews Gareth]

The error message is pretty clear - in one of the subsamples (i.e. one of the blocks of data on one side of the date you chose), you have a singular matrix. Thus the test can't be performed.

A common cause of this is the use of dummy variables.

[newsh101]

Yes one of them is, however does this prevent me from testing for breakpoints altogethers. Thanks for the speedy reply

[EViews Gareth]

Yes, it does.