Hi,
I'm Eviews 8 user. I've performed sequential Bai-Perron test for multiple breaks. I would like to know where is the information of the number of breaks stored, i.e. what is the name of variable with the number of breaks? I want to perform the test on different samples, thus I need to access the information of breaks from the programme-level.
So far, I've tried freezing the table with the output and extracting the information from the cell that contains information with the number of breaks. However, this method does not always work for me. Instead of number of breaks I sometimes get NA. I presume that the reason is that since I've been working with different samples the output table does not always look the same and the information with the number of breaks is sometimes located in different cell than I've assumed.
I'd be grateful for any suggestions.
Kind regards,
Pawel
Breakls - how is no. of breaks stored?
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EViews Gareth
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Re: Breakls - how is no. of breaks stored?
I'm not at my computer at the moment, so can't look up if we do actually store the number of breaks or not, but I think you can probably calculate the number of breaks from the number of coefficients @ncoefs
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EViews Gareth
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Re: Breakls - how is no. of breaks stored?
Now that I am at a computer, I can see that @nregimes will tell you the number of subsamples, which is the number of breaks+1
Re: Breakls - how is no. of breaks stored?
Many thanks. This is the variable that I was looking for.
Btw. I find it really a pity that information like this are not easy to find in EView's help at all.
Thanks again,
Pawel
Btw. I find it really a pity that information like this are not easy to find in EView's help at all.
Thanks again,
Pawel
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EViews Gareth
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- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Breakls - how is no. of breaks stored?
Open up the Object Reference PDF, open Chapter 1, Equation section and scroll down to the list of data members
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