I am analyzing prices data using ARIMA model. Stata's video clip availabel at https://www.youtube.com/watch?v=HkK_p3jFWss*shows that if the estat sbcusum plot is within the confidence interval, results suggest that a series contains no structural break. In terms of Test -Statistic, if it is higher than the critical values, results suggest that there is a structural break. However, when I perform the test, the estat sbcusum plot falls within the confidence interval (plot attached) while the Test Statistic is less than the critical values. How do I proceed given these results?
Related Posts with Testing for structural break: Contradicting results
STATA 16 on Ubuntu 19.10Hi, Has anyone tried to install Stata 16 (Linux 64 bit non-legacy) on Ubuntu 19.10 successfully? I k…
Latent Class analyses and repeated measures (gllamm ) ID TIME_POINT A B C 1 0 5 10 10 1 1 25 25 25 1 2 50 50 25 2 0 50 25 25 2 1 25 75 75 2…
two-way bar graph adjustmentsFor the graph below, I would like to move the 1 on the y-axis down to where 0 is. How do I do that? …
Correlation between the trajectoy ovr time of two variablesHello, I hope you can guide me. I am working with panel data, the data is daily data for 90 days ne…
Randomness in optimizeDear All, a few years ago (in 2011) a message was posted by Matthew J. Baker to the older StataList…
Subscribe to:
Post Comments (Atom)
0 Response to Testing for structural break: Contradicting results
Post a Comment