EViews.com

I have time series data saved as a workfile in Eviews 6. I am trying to run strucutural breakpoint tests on the data (eg Chow's).

The User Guide says to click 'view' then 'stabililty tests' to run these. however, when i select 'view', this stablity tests option doesn't appear.

any tips?

thanks!

You have to have an Equation open before you select the View menu.

how do i do that. sorry such a simple question, i'm just getting started with eviews.

so from my workfile which contains my time series data, do i set up an equation? or do i do it from the series spreadsheet window?

thanks

Object->New Object->Equation

i have the equation ready to be written up.

so i have a time series of passenger numbers, called 'total_psngr_numbers' that i want to analyse.

how do i incorporate this into an equation so that this test can be run?

thanks!

You're probably best off reading the introductory chapters of the User Guide, or EViews Illustrated

how to do structural test in cointegration in EVIEWS?

the question remained unanswered and it is mine too, how to run structure break in eviews?

I think the question is about structural breaks in cointegration. The question isn't particularly specific, but there's nothing built in at the moment.

Still, I believe Gregory-Hansen Procedure can be of practical use at the moment...

Oops. I completely forgot to add that to the end of the post. I remembered it, I really did :)

Please advice if I found an structural break point , do you recommend to separate the regression over two periods ? Does it apply on fixed effect regressions ? I am applying the regression to obtain the residuals not to estimate the coefficients and their significance(although it is important to do so and I will of course ).

Hello guys.
I want to test some time series for structural breaks. For instance, my data is the DAX stock market prices of the last 10 years. Up to now I run a simple regression only with intercept. Do you have any specific suggestion for which method or test I should use to find the structural breaks? Chow test is not really helpful as I have to test specific chosen dates. I found the multiple breakpoint test but this option contains 5 different options and I have no idea what to use... I tried the first option of "Sequential L + 1 breaks vs L" but I don't understand the difference between the sequential and the repartition breakpoints! :?