Table II
Chow test
Chow Breakpoint Test: 2016M01
Null Hypothesis: No breaks at specified breakpoints
Varying repressors: All equation variables
Equation sample: 2008M01 2018M05
F
-statistic
0.823642
Prob. F(6, 113)
0.5539
Log likelihood ratio
5.350489
Prob.
χ
2
(6)
0.4997
Wald statistic
4.941852
Prob.
χ
2
(6)
0.5513
Chow Breakpoint Test: 2016M01
Null Hypothesis: No breaks at specified breakpoints
Varying repressors: All equation variables
Equation sample: 2008M01 2018M05
F
-statistic
0.823642
Prob. F(6, 113)
0.5539
Log likelihood ratio
5.350489
Prob.
χ
2
(6)
0.4997
Wald statistic
4.941852
Prob.
χ
2
(6)
0.5513
Source:
Author’s estimation
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