Chow usual test
[fstat,f_pvalue,dfnum,dfden]=chowtest0(resulols,n1,np)
* resulols = a results tlist from a first stage estimation
* n1 = # of observations of the first sub-period
* np= unused argument put for compatibility with other testing functions
* fstat = value of the test statistic
* f_pvalue = its p-value
* dfnum = # dof of the numerator
* dfden = # dof of the denominator
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 [fstat,f_pvalue,dfnum,dfden]=chowtest0(rols,50) //Useful mainly for programming purpose (since chowtest does much more). | ![]() | ![]() |