ONEBREAK—Search for break in linear regression

Use this forum for posting example programs or short bits of sample code.
Post Reply
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

ONEBREAK—Search for break in linear regression

Unread post by TomDoan »

ONEBREAK.RPF analyzes a linear regression with single break in time sequence. It uses both the APBREAKTEST procedure for the Andrews-Ploberger test, and also does explicit re-estimations to allow for complicated standard error calculations.

Detailed Description

ch15_oj.rat
Data file (included with RATS examples)
(16.75 KiB) Downloaded 418 times


Last bumped by TomDoan on Mon Nov 18, 2024 10:12 am.
Top
Post Reply

Return to “Examples and Sample Code”