Structural break test
| Panel A: Bai-Perron multiple breakpoint tests | ||
|---|---|---|
| Break dates | ||
| Sequential | Repartition | |
| 1 | 2012Q4 | 2011Q3 |
| 2 | 2020Q1 | 2020Q1 |
| Panel A: Bai-Perron multiple breakpoint tests | ||
|---|---|---|
| Break dates | ||
| Sequential | Repartition | |
| 1 | 2012Q4 | 2011Q3 |
| 2 | 2020Q1 | 2020Q1 |
| Panel B: Chow test | |||
|---|---|---|---|
| 2012Q4 | 2020Q1 | ||
| F-statistic | 28.4665 | F-statistic | 8.2057 |
| Prob. F(5.74) | 0.0000 | Prob. F(5.74) | 0.0000 |
| Panel B: Chow test | |||
|---|---|---|---|
| 2012Q4 | 2020Q1 | ||
| F-statistic | 28.4665 | F-statistic | 8.2057 |
| Prob. F(5.74) | 0.0000 | Prob. F(5.74) | 0.0000 |
Note(s): Null hypothesis: No breaks at specified breakpoints, reject hypothesis if Prob.F value is less than 0.05
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