Quandt-Andrews breakpoint test
Posted: Tue Jul 10, 2012 1:02 pm
I am using the Quant Andrews test on each equation inside a loop (50 equations total); I am using the ubreak function. I have 3 questions
(1)The program runs fine---except the quand-andrews output table appears each time the ubreak function is executed ---is there anyway to suppress THAT table?
(2) Is there a way I can grab the P-value from the test? (I prefer the Max-F p-value)
(3) Is there a way I can grab the observation number associated with the max-F?
thanks for your help
Russ
(1)The program runs fine---except the quand-andrews output table appears each time the ubreak function is executed ---is there anyway to suppress THAT table?
(2) Is there a way I can grab the P-value from the test? (I prefer the Max-F p-value)
(3) Is there a way I can grab the observation number associated with the max-F?
thanks for your help
Russ