? SB_Tests(&bII)

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   OUTPUT FROM THE TESTING PROCEDURES

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a) supF[Y.A.H1]  tests against a fixed number of breaks

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    supF(1|0)   supF(2|0)   supF(3|0)

      11.432      11.189      10.897

Critical values:

           supF(1|0)   supF(2|0)   supF(3|0)

10%           10.37        9.43        8.48

5%            12.25       10.58        9.29

2.5%          13.86       11.63       10.14

1%            16.19       12.90       11.12

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b) Dmax tests against an unknown number of breaks

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UDmax test: 11.431741

Crit. values: 10%: 10.86 5%: 12.59 2.5%: 14.15 1%: 16.19

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       WDmax test    (crit. val.)

10%       13.33         11.71

5%        14.37         13.66

2.5%      14.90         15.33

1%        15.87         17.80

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supF(l+1|l) tests using global optimizers under the null

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supF(2|1)     10.93  1981

supF(3|2)     10.70  1993

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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