Chow test for Vector autoregression

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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.

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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

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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

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tianwk

2020-3-14 13:24:31

thanks for sharing

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