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saving the date identified in the Quandt Andrews test

Posted: Thu Jul 15, 2021 10:53 am
by EviewsUser1
I estimated Okun's law using annual data:

equation okun.ls gdp_gr c du

and tested for structural break using the Quandt-Andrews test:

okun.ubreak(p) 15

the test showed a significant break in 2006. Is there a way to extract the break date and store it as a string so I can use it in subsequent commands in the same program?

Thanks!

Re: saving the date identified in the Quandt Andrews test

Posted: Thu Jul 15, 2021 10:55 am
by EViews Gareth
Not easily. You have to freeze the output into a table and then extract it from the table.
https://forums.eviews.com/viewtopic.php?f=5&t=18

Or save the F/wald stats into a series using the wfname or lfname options, and then finding the maximum values.