Quandt-Andrews breakpoint test

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russellrobins
Posts: 16
Joined: Tue Jul 10, 2012 12:42 pm

Quandt-Andrews breakpoint test

Postby russellrobins » Tue Jul 10, 2012 1:02 pm

I am using the Quant Andrews test on each equation inside a loop (50 equations total); I am using the ubreak function. I have 3 questions

(1)The program runs fine---except the quand-andrews output table appears each time the ubreak function is executed ---is there anyway to suppress THAT table?

(2) Is there a way I can grab the P-value from the test? (I prefer the Max-F p-value)

(3) Is there a way I can grab the observation number associated with the max-F?

thanks for your help

Russ

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Quandt-Andrews breakpoint test

Postby EViews Gareth » Tue Jul 10, 2012 1:19 pm


russellrobins
Posts: 16
Joined: Tue Jul 10, 2012 12:42 pm

Re: Quandt-Andrews breakpoint test

Postby russellrobins » Wed Jul 11, 2012 7:04 am

your suggested solution worked great---on most things, thanks

I now freeze the table and pull off the p-value (and then delete the table)

However, I still cannot retrieve the observation number associated with the Max-f value ---when I pull the value from row 10 column 1 I get only NA's....am I doing something wrong?

thanks for the suggestion

Russ

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Quandt-Andrews breakpoint test

Postby EViews Gareth » Wed Jul 11, 2012 7:54 am

Code: Select all

rndseed 1 create u 100 series y=nrnd series x=nrnd equation eq1.ls y c x freeze(mytab) eq1.ubreak 15 %text = mytab(10,1) !dotpos = @instr(%text, ".") %obstext = @mid(%text, !dotpos+2) %obstext = @left(%obstext, @length(%obstext)-1) statusline %obstext

russellrobins
Posts: 16
Joined: Tue Jul 10, 2012 12:42 pm

Re: Quandt-Andrews breakpoint test

Postby russellrobins » Wed Jul 11, 2012 8:14 am

perfect!

thanks


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