Chow Breakpoint Test: 7/02/1997
Null Hypothesis: No breaks at specified breakpoints
Equation Sample: 9/08/1993 2/24/2010
F-statistic 2.236916 Prob. F(3,854) 0.0825
Log likelihood ratio 6.731483 Prob. Chi-Square(3) 0.0810
Wald Statistic 16.83149 Prob. Chi-Square(3) 0.0008
请问,假设我显著性是5%, 请问如何通过prob.来看这个chow test的结果?并且由此推断是否有break point? 谢谢!