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Chow Test with only a time serie

Posted: Thu May 18, 2017 6:47 pm
by F_Maldonado
I´m working with only a time serie (unemployment) with quarterly data and I want to test for a breakpoint using Chow Test. But, if I only have one variable Y but no variable X, How do I have to do the test?. In order to get the residuals, Should I regress the unemployment against a constat c or not? It´s important to say that my time serie doesn´t have any trend.

Re: Chow Test with only a time serie

Posted: Thu May 18, 2017 7:03 pm
by EViews Gareth
A Chow Test tests for stability of regression coefficients. If you only have one variable, you do not have a regression, and therefore nothing to test.

To put it another way - in what are you testing for a breakpoint?