saving the date identified in the Quandt Andrews test
Posted: Thu Jul 15, 2021 10:53 am
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!
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!