Structural breaks and outliers

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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jhh
Posts: 10
Joined: Tue Feb 17, 2015 12:03 am

Structural breaks and outliers

Postby jhh » Sun Oct 04, 2015 12:05 pm

I am using eviews 8 and estimating a ucm model. I want to check for structural breaks and outliers. For breaks i can use the multiple break option but how can i check for outliers? Is there a single test for both?
Thankyou

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Structural breaks and outliers

Postby EViews Gareth » Sun Oct 04, 2015 3:36 pm

Not built in no. In fact EViews doesn't have outlier detection built in to anything really.

jhh
Posts: 10
Joined: Tue Feb 17, 2015 12:03 am

Re: Structural breaks and outliers

Postby jhh » Wed Oct 21, 2015 7:26 am

thanx Gareth.
I want to perorm a structural break test. If the overall trend of my data is linear do i need to estimate the model as
Dep variable= c + bt
Instead of
Dep variable= c
Thanx in advance


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