I'm an Eviews 7-user,
Does Eviews have any Bai-Perron structural break test?
Regards,
TL
Bai-Perron structural break test
Moderators: EViews Gareth, EViews Moderator
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Re: Bai-Perron structural break test
Hi Gareth,
Do you or anyone know if anyone has therefore written a program and made that code available so that we might manually perform a BP Breakpoint test using Eviews?
Thanks
Do you or anyone know if anyone has therefore written a program and made that code available so that we might manually perform a BP Breakpoint test using Eviews?
Thanks
Re: Bai-Perron structural break test
I have an interest in this as well. I do see that there are R programs for doing this, which eviews can now access with the new EViews 7 improvements.
Here is a PDF that demonstrates how to perform this type of analysis in R.
http://statmath.wu.ac.at/~zeileis/paper ... r-2003.pdf
Hope this helps.
Here is a PDF that demonstrates how to perform this type of analysis in R.
http://statmath.wu.ac.at/~zeileis/paper ... r-2003.pdf
Hope this helps.
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Re: Bai-Perron structural break test
JimForest wrote:I have an interest in this as well. I do see that there are R programs for doing this, which eviews can now access with the new EViews 7 improvements.
Here is a PDF that demonstrates how to perform this type of analysis in R.
http://statmath.wu.ac.at/~zeileis/paper ... r-2003.pdf
Hope this helps.
Thanks Jim, yes, I had also found R as an alternative. I've not got a copy of R, so if you or the QMS Moderators could please tell me a little more about what it means that 'Eviews 7 can access R', it woudl help me to decide on whether to upgrade to Eviews 7!
Cheers
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Re: Bai-Perron structural break test
R is an open source free product. Anyone can download and install it. EViews 7 lets you connect to R from within EViews and run R programs.
Follow us on Twitter @IHSEViews
Re: Bai-Perron structural break test
Hi, could you please explain to me how to find the Bai Perron code of R? How to call it in Eviews? Sorry for this silly questions. I am a beginner in R. Thanks.
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Bai-Perron structural break test
If you're using EViews 7, there is an add-in that does it all for you.
Follow us on Twitter @IHSEViews
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