should data be stationary for a Quandt Andrews test?
Posted: Fri Aug 13, 2010 2:46 am
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
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