Stability diagnostics in Eviews 8
Posted: Wed Mar 05, 2014 6:18 am
Hello - As I run stability diagnostics of an equation (one equation of a VAR) in Eviews 8, "Sequential L+1 brealks vs L" returns zero break, but "Global L breaks vs none" returns 5 breaks (with "Sequential F-stats breaks" line, naturally, suggesting zero break). How should I understand the results -- zero or 5 breaks? Thank you