loop on breakpoint tests

[LINCOL]

Hi all.

I am a Eviews 8 user. I have some problems that need your help. I'm trying to run different breakpoint tests on the same simulated data in order to test the model accuracy. The process is as follow: I simulate data series with known breakpoints. Then I run two different breakpoint tests on the data, compare the results in order to find out which test is more accurate. I already have the data right now, the problem I'm having is about the breakpoint tests.

The two breakpoint tests involved are the Bai-Perron Multiple Breakpoint Test and the Quandt-Andrews Test. My supervisor suggested that a one-time test is not academically convincing, so I need to create a loop process that allows me to run each of the test 1000 times on the same data. Is this possible in Eviews? If it is, can anyone show me how to do it please?

Attached is a sample of the data. Thank you very much for your help.

[EViews Gareth]

I would go back to your professor. Running the same test 1,000 times on the same data will yield the same result 1,000 times. Not very interesting.