Quandt-Andrews Test Error

[kevinliberty]

I am pretty new to EViews so I apologize if this is a simple fix.

I am building seasonally dependent forecasting that takes samples from November 2nd to March 1st of every year, so for example my sample ranges will look like this 11/02/2002 4/31/03 11/02/03 4/31/04...

I use the HAC (Newey-West) covariance option when building my regression estimation, which runs fine. I then go to run my Quandt-Andrews Breakpoint Test and I receive a message saying I have an illegal sample date, it is always an error between the 2nd and 3rd variable in sample range. Why doesn't the QA test allowed for interval sample ranges in this test?

Thanks

[EViews Gareth]

What's the build date of your copy of EViews? (Available from Help->About EViews).

[kevinliberty]

Standard Edition - Jul 6 2012 build

[EViews Gareth]

You should update to the latest version, and if that doesn't fix it, provide your workfile.

[kevinliberty]

I have the Jan 02 2013 build now is that the most recent build?

[EViews Gareth]

yes

[kevinliberty]

Attached is the data, included in the spreadsheet is my formula and data sample range.

Thanks,

Kevin

[EViews Gareth]

Worked for me.

[kevinliberty]

Great thanks, I used the command lines to perform the steps and it worked fine.

Thanks for your help!

[kevinliberty]

Wait I still am getting the same problem,

When I go to include the HAC Newey-West covariance option. I get the the sample error prompt.

[EViews Gareth]

Ah yes, my bad, I forgot to do HAC. I get the same message you do. It is a bug. We will fix it.

[kevinliberty]

Is there a tentative date when this bug we will be fixed?

[EViews Gareth]

Today's patch should have fixed it.

[kevinliberty]

Excellent thanks the patch worked!!

I am having a problem with matching the results from EViews 6 to EViews 7.

The earlier iteration of the Quandt-Andrews reports these results (run on EViews 6):

Statistic Value Prob.
Maximum LR F-statistic (2/12/2011) 13.44626 0.1333
Exp LR F-statistic 4.052823 0.131
Ave LR F-statistic 4.979023 0.2444

Note: probabilities calculated using Hansen's (1997) method

The same test run on Eviews 7 reports this result:

Statistic Value Prob.
Maximum LR F-statistic (2/12/2011) 13.44626 0.0
Exp LR F-statistic 4.051269 0.0
Ave LR F-statistic 4.978227 0.0

It looks like there is a problem with the probability results for this test, as they should be identical.

Thanks.

[EViews Gareth]

Not with HAC errors.