Andrews-Quandt breakpoint test
Posted: Thu May 05, 2016 3:43 pm
Hi,
I would like to run an Andrews-Quandt test for an unknown breakpoint. Here is the equation I am estimating:
equation eqylda.ls(cov="hac") (us10y-us2y) c ahemomstd nfpstd
ubreak 15
I estimate the equation without a problem, but I get this error when I try to run the A-Q test:
UBREAK is not defined or is an illegal command in "UBREAK 15".
I have Eviews 8.1 Enterprise Edition. Is the A-Q test unavailable in this version of Eviews?
Thank you.
I would like to run an Andrews-Quandt test for an unknown breakpoint. Here is the equation I am estimating:
equation eqylda.ls(cov="hac") (us10y-us2y) c ahemomstd nfpstd
ubreak 15
I estimate the equation without a problem, but I get this error when I try to run the A-Q test:
UBREAK is not defined or is an illegal command in "UBREAK 15".
I have Eviews 8.1 Enterprise Edition. Is the A-Q test unavailable in this version of Eviews?
Thank you.