Hi!
I am still a beginner in Eviews and I just computed a Chow breaktpoint test with time series on spot daily data (I used the following equation ls logbn ar(1) )..the test showed me the following results
F-statistic 5.975280 Probability 0.014760
Log likelihood ratio 5.966761 Probability 0.014578
but I am not quite sure what this tells me - do I have a breakpoint at this time or not? I am sorry, this must seem as a very stupid question, but I simply did not understand it up so far.
Thanks in advance!
Chow Breakpoint Test - Interpretation
Moderators: EViews Gareth, EViews Moderator
Re: Chow Breakpoint Test - Interpretation
Hello!
Can you help me whith Log likelihood ratio?
I can't find find a formula for calculating Log likelihood ratio.
Can you show me this formula and example?
Thanks in advance, Ira
Can you help me whith Log likelihood ratio?
I can't find find a formula for calculating Log likelihood ratio.
Can you show me this formula and example?
Thanks in advance, Ira
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