Grocer Function

NAME

chowtest - Chow usual test

CALLING SEQUENCE

[resulch]=chowtest(resulols,n1,np)

PARAMETERS

Input

Output

DESCRIPTION

Computes Chow usual test with a break at observation n1. Results are saved in a tlist and displayed on screen.

EXAMPLE

r=ols('del(lm1-lp)','lagts(lm1-lp-ly)','del(lp)','rnet','del(lagts(lm1-lp-ly))','cte'); chowtest(r,50)

This example is taken from function chowtest_d. The Chow test on Hendry and Ericsson equation # 6 is provided for a break at observation # 50.

AUTHOR

Eric Dubois 2002