hello everyone,I want to use QA test to check if a benchmark stock index has break points.
the series itself is not stationary. but after first difference, it is.
Should I use the originary data(non-statioanry), or the first differenced data (stationary) for the test? Thanks!
-Junxian
should data be stationary for a Quandt Andrews test?
Moderators: EViews Gareth, EViews Moderator
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 0 guests
