Grocer Function
NAME
chowtest0 - Chow usual test
CALLING SEQUENCE
[fstat,f_pvalue,dfnum,dfden]=chowtest0(resulols,n1,np)
PARAMETERS
Input
-
resulols = a results tlist from a first stage estimation
- n1 = # of observations of the first sub-period
Output
-
fstat = value of the test statistic
- f_pvalue = its p-value
-
dfnum = # dof of the numerator
-
dfden = # dof of the denominator
DESCRIPTION
Computes Chow usual test with a break at observation n1. Results are saved as numbers and not displayed on screen.
EXAMPLE
[fstat,f_pvalue,dfnum,dfden]=chowtest0(resulols,n1)
This example is taken from function chowtest. Useful mainly for programming purpose (since chowtest does much more).
AUTHOR
Eric Dubois 2002