I tried to save the recursive test statistics of the qlrtest using the
standard qlrtest command within a script but I fail to do so. Instead it
is, der default, saved as a *.plt file. Here is an output example:
Quandt likelihood ratio test for structural break at an unknown point,
with 15 percent trimming:
The maximum F(7, 106) = 5.13156 occurs at observation 1988:3
Asymptotic p-value = 0.0002343 for chi-square(7) = 35.921
Is there some way to do this?