Chow test for Vector autoregression

2611

收藏 2010-08-03

I want to know how to perform chow test (eg. chow forecast test) in the Vector autoregression (VAR) system. To perform this test for each individual equation or for the system as a whole? if the latter is the case, how to do that?
Thanks in advance.

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

全部回复

gssdzc

2010-8-3 19:02:41

you should use Chow test by this path:
in the window of equation, you can select view / stability tests / chow test

Chow is two part of data , name's is t1 and t2, in the var system, you can select whole. ok

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

robertli

2010-8-3 21:11:18

Thank you very much. But you mean the test is run for each individual equation? instead of the set of equations included in the system of VAR

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

tianwk

2020-3-14 13:24:31

thanks for sharing

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

分享

扫码加好友，拉您进群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群