[chow test]can any one answer if there's breakpoint?

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

[chow test]can any one answer if there's breakpoint?

Postby lethe_123 » Fri Apr 16, 2010 4:27 am

Besides, what critical value should I compare with the f-statistic to decide? thanks!

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Chow Breakpoint Test: 7/02/1997
Null Hypothesis: No breaks at specified breakpoints

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

F-statistic 2.234221 Prob. F(3,4297) 0.0822
Log likelihood ratio 6.706794 Prob. Chi-Square(3) 0.0819
Wald Statistic 17.05988 Prob. Chi-Square(3) 0.0007

WARNING: the MA backcasts differ for the original and test equation. Under
the null hypothesis, the impact of this difference vanishes
asymptotically.

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