Bugs in BREAKLS
Posted: Mon Dec 02, 2013 6:38 am
We found two bugs in BREAKLS.
1. It doesn't use the user specified breaks, but uses dates which are two years after the specified breaks.
2. With the code above try to change the method to sequential tests of single l+1 versus l breaks. If you use the GUI EViews crashes. But if you do it with code it doesn't crash:
ps it seems that there is a typo on page 283 of EViews 8 Command and Programming Reference
-> breakls(method=user, breaks=”1990q1 2010q4”) m1 c @nv unemp
1. It doesn't use the user specified breaks, but uses dates which are two years after the specified breaks.
Code: Select all
%f = "test_file"
close {%f}
wfcreate(wf={%f}) q 2000 2015
smpl 2001 2015
series s1 = nrnd
series s2 = nrnd
series s3 = nrnd
smpl 2002 @last
equation eq1.BREAKLS(method=user, breaks="2006q1 2011q4") s1 s2 s3
show eq1Code: Select all
equation eq1.BREAKLS(method=seqplus1) s1 s2 s3-> breakls(method=user, breaks=”1990q1 2010q4”) m1 c @nv unemp