Structural break tests help

tdwil2 · Postby **tdwil2** » Sun May 17, 2009 6:27 pm

I have time series data saved as a workfile in Eviews 6. I am trying to run strucutural breakpoint tests on the data (eg Chow's).

The User Guide says to click 'view' then 'stabililty tests' to run these. however, when i select 'view', this stablity tests option doesn't appear.

any tips?

thanks!

EViews Gareth · Postby **EViews Gareth** » Sun May 17, 2009 6:50 pm

You have to have an Equation open before you select the View menu.

tdwil2 · Postby **tdwil2** » Sun May 17, 2009 8:10 pm

how do i do that. sorry such a simple question, i'm just getting started with eviews.

so from my workfile which contains my time series data, do i set up an equation? or do i do it from the series spreadsheet window?

thanks

EViews Gareth · Postby **EViews Gareth** » Sun May 17, 2009 8:14 pm

Object->New Object->Equation

tdwil2 · Postby **tdwil2** » Thu May 21, 2009 6:02 pm

i have the equation ready to be written up.

so i have a time series of passenger numbers, called 'total_psngr_numbers' that i want to analyse.

how do i incorporate this into an equation so that this test can be run?

thanks!

EViews Gareth · Postby **EViews Gareth** » Thu May 21, 2009 6:21 pm

You're probably best off reading the introductory chapters of the User Guide, or EViews Illustrated

disha · Postby **disha** » Mon Mar 01, 2010 4:37 am

how to do structural test in cointegration in EVIEWS?

vahidestan · Postby **vahidestan** » Thu Nov 29, 2012 4:51 am

the question remained unanswered and it is mine too, how to run structure break in eviews?

EViews Glenn · Postby **EViews Glenn** » Thu Nov 29, 2012 12:24 pm

I think the question is about structural breaks in cointegration. The question isn't particularly specific, but there's nothing built in at the moment.

trubador · Postby **trubador** » Fri Nov 30, 2012 12:04 am

Still, I believe Gregory-Hansen Procedure can be of practical use at the moment...

EViews Glenn · Postby **EViews Glenn** » Fri Nov 30, 2012 10:33 am

Oops. I completely forgot to add that to the end of the post. I remembered it, I really did :)

assaf · Postby **assaf** » Wed Dec 19, 2012 1:13 am

Please advice if I found an structural break point , do you recommend to separate the regression over two periods ? Does it apply on fixed effect regressions ? I am applying the regression to obtain the residuals not to estimate the coefficients and their significance(although it is important to do so and I will of course ).

Dimitra · Postby **Dimitra** » Mon Aug 01, 2016 8:52 am

Hello guys.
I want to test some time series for structural breaks. For instance, my data is the DAX stock market prices of the last 10 years. Up to now I run a simple regression only with intercept. Do you have any specific suggestion for which method or test I should use to find the structural breaks? Chow test is not really helpful as I have to test specific chosen dates. I found the multiple breakpoint test but this option contains 5 different options and I have no idea what to use... I tried the first option of "Sequential L + 1 breaks vs L" but I don't understand the difference between the sequential and the repartition breakpoints! :?

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