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From | Guelmbaye Ngarsandjé <guelmbaye@hotmail.com> |
To | Stata Forum <statalist@hsphsun2.harvard.edu> |
Subject | st: structural break |
Date | Tue, 22 Oct 2013 16:33:42 -0400 |
Hello everybody, It's me again. As I said I am as new in Stata as well as in time series. In order to overcome my difficulties I ordered two books which helped me very well (Introduction to time series using stata by Sean Becketti and An Introduction to Modern Econometrics Using Stata by C. F Baum). However, looking at my tsline of data, my supervisor and me suspected structural breaks. I looked for tools to identify the points and found the Zandrews test. However, applying the test to data and their logs I found two different points (using clemao1) with a difference of almost 15 years while clemao2 gives two same break points. My questions are: 1 - why clemao1 gives two different points for data in level and for their logs? 2 - Which of the two tests should i use? Thanks for any help. Guelmbaye * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/