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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
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