Chow Breakpoint Test

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n418
Posts: 2
Joined: Tue Apr 19, 2011 4:48 am

Chow Breakpoint Test

Postby n418 » Tue Apr 19, 2011 5:00 am

Hi everyone!

I was wondering if someone could help me in the interpretation of my data. I'm looking at CO2 emissions and GDP from 1960-2007. And from my CO2 emissions plot, I can see a large fall starting from the year 1978. So I've used the Chow test to look for any structural breaks, taking the year 1977 as my breakpoint date.

As a result, I've gotten an Fstat value of 3.228 and Prob.F(3,42)=0.0269

Does that mean I reject the null hypothesis of pooling restriction at 5% and conclude no evidence of a break!?! I'm quite confused! Help please! :|
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Pantera
Posts: 44
Joined: Mon Dec 21, 2009 5:32 am

Re: Chow Breakpoint Test

Postby Pantera » Wed May 04, 2011 5:26 am

Yes, your interpretation is correct. P.
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eviews mikael
Posts: 1
Joined: Mon Nov 07, 2011 7:33 am

Re: Chow Breakpoint Test

Postby eviews mikael » Mon Nov 07, 2011 7:38 am

Hello guys my name is Petur and I am from Iceland

I need help with the chow test in eviews. how can I do it in eviews
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