How can I identify the breakpoint dates
Posted: Sun Feb 24, 2013 8:14 am
Hello,
Is there a way of finding where the breakpoints are in Andrews-Quandt test? Or should I do chow test to see if any of the suspected dates are the breakpoints.
Also, is there a way of doing the AQ test and imposing restrictions on the parameters e.g. them being zero?
Thanks
Alps
Is there a way of finding where the breakpoints are in Andrews-Quandt test? Or should I do chow test to see if any of the suspected dates are the breakpoints.
Also, is there a way of doing the AQ test and imposing restrictions on the parameters e.g. them being zero?
Thanks
Alps