Good morning, Thank you for your kind response. Actually i am a bit confuse on interpreting this section of the result. Can i safely conclude that there is no evidence of structural break in the chosen dates?
? SB_Tests(&bII)
===================================================================
OUTPUT FROM THE TESTING PROCEDURES
===================================================================
a) supF[Y.A.H1] <#_msocom_1> tests against a fixed number of breaks
--------------------------------------------------------
supF(1|0) supF(2|0) supF(3|0)
11.432 11.189 10.897
Critical values:
supF(1|0) supF(2|0) supF(3|0)
10% 10.37 9.43 8.48
5% 12.25 10.58 9.29
2.5% 13.86 11.63 10.14
1% 16.19 12.90 11.12
--------------------------------------------------------
b) Dmax tests against an unknown number of breaks
--------------------------------------------------------
UDmax test: 11.431741
Crit. values: 10%: 10.86 5%: 12.59 2.5%: 14.15 1%: 16.19
........................................................
WDmax test (crit. val.)
10% 13.33 11.71
5% 14.37 13.66
2.5% 14.90 15.33
1% 15.87 17.80
********************************************************
supF(l+1|l) tests using global optimizers under the null
--------------------------------------------------------
supF(2|1) 10.93 1981
supF(3|2) 10.70 1993
--------------------------------------------------------
Critical values: 10% 5% 2.5% 1%
supF(2|1) 12.19 13.83 15.51 17.58
supF(3|2) 13.20 14.73 16.55 18.31
------------------------------
On Sun, 14 Oct 2018 at 14:54, Sven Schreiber <svetosch(a)gmx.net> wrote:
> Am 14.10.2018 um 15:02 schrieb Yusuf Abduwahab Hassan:
>
> Good day all.
> I am trying to learn the StrucBreak package. can some one please point me
> to how to interpret the results below.
>
>
> Hi, can you be a little more specific please? To me the output seems
> relatively self-explanatory, but then I'm probably biased because I am one
> of the authors of that package.
>
> So which part of the printout is unclear?
>
> thanks,
> sven
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
--
*Yusuf Abdulwahab Hassan.Department of Economics and Development
Studies.Federal University of Kashere,Gombe.+234
8036830166.yabdulwahab(a)fukashere.edu.ng <yabdulwahab(a)fukashere.edu.ng>*
? SB_Tests(&bII)
Â
===================================================================
  OUTPUT FROM THE TESTING PROCEDURES
===================================================================
a) supF[Y.A.H1]Â tests against a fixed number of breaks
--------------------------------------------------------
   supF(1|0)  supF(2|0)  supF(3|0)
     11.432     11.189     10.897
Â
Critical values:
          supF(1|0)  supF(2|0)  supF(3|0)
10%Â Â Â Â Â Â Â Â Â 10.37Â Â Â Â Â Â Â 9.43Â Â Â Â Â Â Â 8.48
5%Â Â Â Â Â Â Â Â Â Â 12.25Â Â Â Â Â Â 10.58Â Â Â Â Â Â Â 9.29
2.5%Â Â Â Â Â Â Â Â 13.86Â Â Â Â Â Â 11.63Â Â Â Â Â Â 10.14
1%Â Â Â Â Â Â Â Â Â Â 16.19Â Â Â Â Â Â 12.90Â Â Â Â Â Â 11.12
--------------------------------------------------------
b) Dmax tests against an unknown number of breaks
--------------------------------------------------------
UDmax test: 11.431741
Crit. values: 10%: 10.86 5%: 12.59 2.5%: 14.15 1%: 16.19
Â
........................................................
      WDmax test   (crit. val.)
10%Â Â Â Â Â 13.33Â Â Â Â Â Â Â 11.71
5%Â Â Â Â Â Â 14.37Â Â Â Â Â Â Â 13.66
2.5%Â Â Â Â 14.90Â Â Â Â Â Â Â 15.33
1%Â Â Â Â Â Â 15.87Â Â Â Â Â Â Â 17.80
********************************************************
supF(l+1|l) tests using global optimizers under the null
--------------------------------------------------------
supF(2|1) Â Â Â 10.93Â 1981
supF(3|2) Â Â Â 10.70Â 1993
--------------------------------------------------------
Critical values:Â Â 10%Â Â Â 5%Â 2.5%Â Â Â 1%
      supF(2|1) 12.19 13.83 15.51 17.58
      supF(3|2) 13.20 14.73 16.55 18.31
_______________________________________________Am 14.10.2018 um 15:02 schrieb Yusuf Abduwahab Hassan:
Good day all.I am trying to learn the StrucBreak package. can some one please point me to how to interpret the results below.
Hi, can you be a little more specific please? To me the output seems relatively self-explanatory, but then I'm probably biased because I am one of the authors of that package.
So which part of the printout is unclear?
thanks,
sven
Gretl-users mailing list
gretl-us...@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
--
Yusuf Abdulwahab Hassan.
Department of Economics and Development Studies.
Federal University of Kashere,Gombe.
+234 8036830166.
yabdulwa...@fukashere.edu.ng
