Andrews-Quandt test for unknown breakpoint.

Carries out the Andrews-Quandt test for parameter stability at some unknown breakpoint.

Syntax
ubreak(options) trimlevel @ x1 x2 x3

You must provide the level of trimming of the data. The level must be one of the following: 49, 48, 47, 45, 40, 35, 30, 25, 20, 15, 10, or 5. If the equation is specified by list and contains no linear terms, you may specify a subset of the regressors to be tested for a breakpoint after an "@" sign.

Options

wfname = series_name
Store the individual Wald F-statistics into the series series_name.

lfname = series_name
Store the individual likelihood ratio F-statistics into the series series_name.

prompt
Force the dialog to appear from within a program.

p
Print the result of the test.



Examples
ls log(spot) c log(p_us) log(p_uk)

ubreak 15