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Chow Breakpoint Test - N/A Values

Posted: Wed May 19, 2010 2:02 am
by cointthesis
hi!

I want to conduct a chow breakpoint test and was wondering if N/A values that are included in my time series pose any problem or influence the results. I would be thankful for any insights and in case they do influence results, could you please indicate how I can excludes these from my series?

Thanks in advance!

Re: Chow Breakpoint Test - N/A Values

Posted: Wed May 19, 2010 7:55 am
by EViews Gareth
Any observations with NAs would have been dropped from the original equation, and thus will not be part of the Chow test (or any other post-estimation test).