Chow Breakpoint Test - Interpretation

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

cointthesis
Posts: 8
Joined: Mon May 10, 2010 6:51 am

Chow Breakpoint Test - Interpretation

Postby cointthesis » Mon May 10, 2010 7:04 am

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!

irulishka
Posts: 45
Joined: Fri Jun 03, 2011 9:38 am

Re: Chow Breakpoint Test - Interpretation

Postby irulishka » Mon Jun 20, 2011 2:49 am

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


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests