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by kanishkpanchal
Fri Nov 05, 2010 4:30 pm
Forum: Help With Programming
Topic: Rolling CHOW TEST
Replies: 1
Views: 6521

Rolling CHOW TEST

Hi All, I wanted to get some suggestions on how to do a "ROLLING CHOW TEST" in RATS when the date of structural break is not known. In the final results, we should get the test statistic for all the observations (am I right?). I am new to RATS coding. I tried to go through the manual but i...