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