Re: [Gretl-users] interpreting the “StrucBreak” package for gretl

Can i safely conclude that there is no evidence of structural break in the chosen dates?

? SB_Tests(&bII) =================================================================== OUTPUT FROM THE TESTING PROCEDURES =================================================================== a) supF[Y.A.H1] <#_msocom_1>tests against a fixed number of breaks -------------------------------------------------------- supF(1|0)supF(2|0)supF(3|0) 11.43211.18910.897 Critical values: supF(1|0)supF(2|0)supF(3|0) 10%10.379.438.48 5%12.2510.589.29 2.5%13.8611.6310.14 1%16.1912.9011.12

-------------------------------------------------------- b) Dmax tests against an unknown number of breaks -------------------------------------------------------- UDmax test: 11.431741 Crit. values:10%: 10.86 5%: 12.59 2.5%: 14.15 1%: 16.19 ........................................................ WDmax test(crit. val.) 10%13.3311.71 5%14.3713.66 2.5%14.9015.33 1%15.8717.80 ********************************************************

supF(l+1|l) tests using global optimizers under the null -------------------------------------------------------- supF(2|1) 10.931981 supF(3|2) 10.701993 -------------------------------------------------------- Critical values:10%5%2.5%1% supF(2|1)12.19 13.83 15.51 17.58 supF(3|2)13.20 14.73 16.55 18.31