The RATS Software Forum

Can you explain me which regression the prog runs when its doing AO=Mean? I use the porgram to test for 3 breaks and 13 lags.The program finds 3 optimal lags but when I run the regression as... delta.y= mean l1.y delta.y (1 to optimal lag in perronbreaks) d1 d2 d3 (where d1,2,3 are the breaks) I can...

When @Perronbreaks gives the optimal breaks, do I have to add to that number(suppose my data goes from 1 to 800 and break is found on 38) the number from which the program start the regressions, let's day it regress from observation 13 to 800) so I need to add 13+38 for the final break ,or the break...