How can I identify the breakpoint dates

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alps
Posts: 28
Joined: Sun Feb 24, 2013 7:42 am

How can I identify the breakpoint dates

Postby alps » Sun Feb 24, 2013 8:14 am

Hello,
Is there a way of finding where the breakpoints are in Andrews-Quandt test? Or should I do chow test to see if any of the suspected dates are the breakpoints.
Also, is there a way of doing the AQ test and imposing restrictions on the parameters e.g. them being zero?
Thanks
Alps
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EViews Gareth
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Re: How can I identify the breakpoint dates

Postby EViews Gareth » Sun Feb 24, 2013 8:52 am

The test output shows the location of the most likely break.
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alps
Posts: 28
Joined: Sun Feb 24, 2013 7:42 am

Re: How can I identify the breakpoint dates

Postby alps » Sun Feb 24, 2013 11:22 am

thanks very much for your quick response. Yes, I just noticed. Is there a way of testing the paramater stability and test if those parameters are zero at the same time?
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EViews Gareth
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Re: How can I identify the breakpoint dates

Postby EViews Gareth » Sun Feb 24, 2013 12:12 pm

No.
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EViews Glenn
EViews Developer
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Re: How can I identify the breakpoint dates

Postby EViews Glenn » Mon Feb 25, 2013 12:26 pm

If you are testing for zero, isn't that also stable?
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