EViews.com

I have some problem with Bai Perron add-in. R with structural change is installed and working but when I try to run the BP test I get an error message that R is not installed. Programs are installed in the Program Files default settings. I am using Eviews 7.1 and R 64 bit. Could you help me to solve this problem?. ALso What is the eviews code fo BP structural break test?

I can't speak to the Bai Perron add-in, but I can help you with R.

Even with R installed, you need to install a few other software packages in order for EViews to be able to talk to R successfully. One of these pieces (statconnDCOM) requires a purchase if you wish to use R 64-bit -- for that reason, I would suggest you use R 32-bit so you can use the free 32-bit version of statconnDCOM (non-commercial use).

Please refer to Chapter 7 "External Interfaces", section "EViews COM Automation Client Support", sub "Using R", sub "Installing R Components" of our EViews 7 Command Guide (around page 154) for details on how to install "rscproxy" and "statconnDCOM".

There are also many other posts in this forum discussing how to get R working, like this one:

http://forums.eviews.com/viewtopic.php? ... roxy#p7433

or this one:

http://forums.eviews.com/viewtopic.php? ... oxy#p37702

Steve