楼主: robertli
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[资料] Chow test for Vector autoregression [推广有奖]

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robertli 发表于 2010-8-3 11:53:39 |AI写论文

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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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关键词:regression CHOW TEST regressio regress autoreg test Vector Chow

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gssdzc 发表于2楼  查看完整内容

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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gssdzc 在职认证  发表于 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 发表于 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 发表于 2020-3-14 13:24:31
thanks for sharing

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