Quandt-Andrews Test????

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jlowens7
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Joined: Mon Oct 04, 2010 8:15 am

Quandt-Andrews Test????

Postby jlowens7 » Mon Oct 04, 2010 8:47 am

Hello,

I am trying to use Eviews 7 to run a Quandt-Andrews Test on a time series. My series is a count variable ('sentences') that covers 403 years. I used STATA to smooth the series and computed a Dickey-Fuller test for the deterministic trend, stochastic trend and random walk. Each of these tests indicated that the series is non-stationary. I now want to determine if the series is simply non-stationary or actually stationary with one or more structural breaks. I'm using a copy of Eviews 7 through school but can't figure out how to run the Quandt-Andrews Test on this series--I've never used Eviews before; I generally use STATA but it does not have a program for the Quandt-Andrews Test. If someone could provide me with easy to follow, step-by-step instructions for how to 1) specify my equation in Eviews and 2) how to run the Quandt-Andrews Test it would be a HUGE help.

Thanks!!!

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