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    Question interpretation Chow test




    Hey,

    I have run a Chow test, a test to detect a structural break for a specific period.
    The result of the test is in attachment.

    I can conclude that there is a structural break, because p-value is significant for 5 % level. But can I see if the structural break is positive (higher explanatory power) or negative (lower explanatory power). Because based on these figures, I can only conclude if there is a structural change, but not if it's positive or negative.

    Thanks for your help
    Attached Images  

  2. #2
    ggplot2orBust
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    Re: interpretation Chow test

    Please don't cross post unless you specifically tell us you are and link both sites together http://stats.stackexchange.com/quest...tive-chow-test. THis is considered rude as someone may spend time working on your problem only to see you've already received a terrific response elsewhere.
    "If you torture the data long enough it will eventually confess."
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  3. #3
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    Re: interpretation Chow test

    This is not my post Trinker.
    I've just looked to this site, but it's not the answer for my post.

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    ggplot2orBust
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    Re: interpretation Chow test


    My apologies then mathieuv. They looked very similar and I made the assumption.
    "If you torture the data long enough it will eventually confess."
    -Ronald Harry Coase -

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