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How can I identify the breakpoint dates

Posted: Sun Feb 24, 2013 8:14 am
by alps
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

Re: How can I identify the breakpoint dates

Posted: Sun Feb 24, 2013 8:52 am
by EViews Gareth
The test output shows the location of the most likely break.

Re: How can I identify the breakpoint dates

Posted: Sun Feb 24, 2013 11:22 am
by alps
thanks very much for your quick response. Yes, I just noticed. Is there a way of testing the paramater stability and test if those parameters are zero at the same time?

Re: How can I identify the breakpoint dates

Posted: Sun Feb 24, 2013 12:12 pm
by EViews Gareth
No.

Re: How can I identify the breakpoint dates

Posted: Mon Feb 25, 2013 12:26 pm
by EViews Glenn
If you are testing for zero, isn't that also stable?