Chow Test

Mohamad

30 de Novembro de 2012 22:00

Does NumXL support Chow test for structural break?

the Chow test is most commonly used in time series analysis to test for the presence of a structural break.

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Mohamad
6 de Maio de 2013 13:51

In NumXL 1.60 APACHE, we added the Chow test for regression stability (and program evaluation) test.

The structural break for time series is scheduled for later release shortly after 1.60.

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Mohamad
8 de Maio de 2013 14:40

This is done, and is available in the official release of NumXL 1.60 (APACHE)

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