Chow usual test
[resulch]=chowtest(resulols,n1,np)
* resulols = results tlist from a first stage estimation
* n1 = # of observations of the first sub-period
* np = 'noprin' if the user does not want to display the results
* resulch = a results tlist with:
- resulch('meth') = chow
- resulch('rols') = the tlist results from first stage estimation
- resulch('fstat') = value of the test statistic
- resulch('f_pvalue') = its p-value
- resulch('dfnum') = # dof of the numerator
- resulch('dfden') = # dof of the denominator
- resulch('cut') = date (if there is a ts in the regression) or index of the observation (if there is no ts in the regression) of the cut
load(GROCERDIR+'/data/bdhenderic.dat'); bounds('1964q3','1989q2'); rols=ols('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet', 'lagts(1,lm1-lp-ly)', 'const'); //performs ols for Hendry and Ericsson (1991) equation 6 chowtest(rols,50) // Example taken from function chowtest_d. The Chow test on Hendry and Ericsson equation 6 is provided for a break at observation # 50. | ![]() | ![]() |