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Structural breaks and outliers
Posted: Sun Oct 04, 2015 12:05 pm
by jhh
I am using eviews 8 and estimating a ucm model. I want to check for structural breaks and outliers. For breaks i can use the multiple break option but how can i check for outliers? Is there a single test for both?
Thankyou
Re: Structural breaks and outliers
Posted: Sun Oct 04, 2015 3:36 pm
by EViews Gareth
Not built in no. In fact EViews doesn't have outlier detection built in to anything really.
Re: Structural breaks and outliers
Posted: Wed Oct 21, 2015 7:26 am
by jhh
thanx Gareth.
I want to perorm a structural break test. If the overall trend of my data is linear do i need to estimate the model as
Dep variable= c + bt
Instead of
Dep variable= c
Thanx in advance