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
Quandt-Andrews breakpoint test
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EViews Gareth
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russellrobins
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Re: Quandt-Andrews breakpoint test
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
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
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EViews Gareth
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Re: Quandt-Andrews breakpoint test
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
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russellrobins
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Re: Quandt-Andrews breakpoint test
perfect!
thanks
thanks
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