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Quant Andrew Tests for unknown structural breaks

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Quant Andrew Tests for unknown structural breaks

Posted: Sat May 21, 2011 7:54 pm
by mayxanh
The invocation of this test will cause Eviews to be crashed if the ARIMA has the MA component (i.e. q>0).

Attached is my workfile.

Thank you in advance for any explanation

Re: Quant Andrew Tests for unknown structural breaks

Posted: Mon May 23, 2011 8:28 am
by EViews Gareth
Yep, got it. Although note, it was not all MA equations that would cause the crash, just some :(

We'll get a fix in the next patch.
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