Re: Chow test at all possible break points
Posted: Mon Dec 19, 2016 4:53 pm
Hello,
I am performing a break least sqaures regression of 25 dependent variables on one indepedent variable ( Y=aX+b). How can i store dates coefficients?
i tried this code
matrix (1,25) dates
for !i=1 to 25
equation eq
equation eq{!i}.breakls(maxbreaks=1) x{!i} c y
colplace(dates,eq.@breaks,!i)
next
but it didn't work.
Would anyone please help me?
I am performing a break least sqaures regression of 25 dependent variables on one indepedent variable ( Y=aX+b). How can i store dates coefficients?
i tried this code
matrix (1,25) dates
for !i=1 to 25
equation eq
equation eq{!i}.breakls(maxbreaks=1) x{!i} c y
colplace(dates,eq.@breaks,!i)
next
but it didn't work.
Would anyone please help me?