Question about 'chow test'!

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

lethe_123
Posts: 3
Joined: Wed Apr 14, 2010 6:39 pm

Question about 'chow test'!

Postby lethe_123 » Wed Apr 14, 2010 6:45 pm

I model for the data series with "Y C Y AR(1)", than conduct the chow test.now here's the output. but I don't understand it. can anyone tell me what's the meaning of them and is there really a break at the tested date?

Thanks in advance!

[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[[


Chow Breakpoint Test: 6/26/1996
Null Hypothesis: No breaks at specified breakpoints

Equation Sample: 9/02/1993 3/01/2010

F-statistic -1432.333 Prob. F(3,4297) NA

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests