Good day all. I am trying to learn the StrucBreak package. can some one please point me to how to interpret the results below. I tried to follow the sample script in the package using the PDF guide to the StrucBreak package. gretl version 2018c Current session: 2018-10-14 09:33 ? include StrucBreak.gfn StrucBreak 0.21, 2018-01-09 (Riccardo "Jack" Lucchetti and Sven Schreiber) ? open wp.gdt Read datafile C:\Users\HP\Documents\gretl\wp.gdt periodicity: 1, maxobs: 44 observations range: 1971 to 2014 Listing 6 variables: 0) const 1) Nigeria 2) Ghana 3) Togo 4) Senegal 5) Benin ? list Z = const Nigeria(-1) ? list X = null ? bundle bII = SB_Setup(Nigeria,Z,X,3) SB_Setup: OK! ? bII.nh = 8 # dustance between breaks ? strings opts = defarray("HetdatYes", "HetvarYes", "HetomegaNo", "HetqNo") ? SB_SetOptions(&bII, opts) ? SB_Global(&bII) =================================================================== Options are now: =================================================================== Robust S.E.: OFF Warning: inappropriate if lagged dependent variables are included as regressors Hetdat: ON Hetvar: ON, Hetomega: OFF, Hetq: OFF beta : Nonfixed Eps = 0.000 Eps1 = 0.100 Max. breaks = 3 Min. distance between breaks = 8 =================================================================== OUTPUT FROM THE GLOBAL OPTIMIZATION STAGE =================================================================== Breaks SSR Dates 1 4117.47615 30 (2001) 2 3394.26266 10 (1981), 30 (2001) 3 3108.58184 10 (1981), 22 (1993), 30 (2001) =================================================================== OUTPUT FROM THE APPLICATION OF INFORMATION CRITERIA =================================================================== tmp (4 x 3) Breaks BIC lwz 0.0000 4.8725 4.9201 1.0000 4.8242 5.0223 2.0000 4.8935 5.2483 3.0000 5.0679 5.5869 The number of breaks chosen by BIC is : 1 The number of breaks chosen by LWZ is : 0 ? SB_Tests(&bII) =================================================================== OUTPUT FROM THE TESTING PROCEDURES =================================================================== a) supF tests against a fixed number of breaks -------------------------------------------------------- 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 -------------------------------------------------------- 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% 13.33 11.71 5% 14.37 13.66 2.5% 14.90 15.33 1% 15.87 17.80 ******************************************************** supF(l+1|l) tests using global optimizers under the null -------------------------------------------------------- supF(2|1) 10.93 1981 supF(3|2) 10.70 1993 -------------------------------------------------------- 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 # eval bII.BreakDates ? SB_Estimate(&bII,"FIX",2) =================================================================== OUTPUT FROM ESTIMATION OF THE MODEL WITH 2 BREAKS (fixed) =================================================================== ? SB_PrintEstimates(&bII) Dependent variable: Nigeria ---------------------------------------------------------------- Subsample 1: 1972 - 1981 coefficient std. error z p-value ------------------------------------------------------- const 15.0822 7.86913 1.917 0.0553 * Nigeria_1 0.729122 0.159461 4.572 4.82e-06 *** Subsample 2: 1982 - 2001 coefficient std. error z p-value ------------------------------------------------------- const 53.0242 12.7994 4.143 3.43e-05 *** Nigeria_1 0.379843 0.151844 2.502 0.0124 ** Subsample 3: 2002 - 2014 coefficient std. error z p-value ------------------------------------------------------ const 61.0134 18.9376 3.222 0.0013 *** Nigeria_1 0.552676 0.149888 3.687 0.0002 *** -------------------------------------------------------------- Confidence intervals for the break dates -------------------------------------------------------------- The 95% C.I. for the 1th break is: 1976 - 1986 The 90% C.I. for the 1th break is: 1977 - 1985 The 95% C.I. for the 2th break is: 1999 - 2003 The 90% C.I. for the 2th break is: 1999 - 2003 ******************************************************** -- *Yusuf Abdulwahab Hassan.Department of Economics and Development Studies.Federal University of Kashere,Gombe.+234 8036830166.yabdulwahab(a)fukashere.edu.ng <yabdulwahab(a)fukashere.edu.ng&gt;*