Table 2 Sequential F -statistics... | Emerald Publishing

Table 2

Sequential F-statistics determined breaks

Break test	F-statistics	Scaled F-statistics	Critical values	Break dates
0 vs 1 *	34.28261	171.4130	18.23	2011M04
1 vs 2 *	12.23924	61.19620	19.91	2014M10
2 vs 3 *	11.634211	3.171053	20.99	2020M03
3 vs 4	0.634211	3.171053	21.71	–

Break test	F-statistics	Scaled F-statistics	Critical values	Break dates
0 vs 1 *	34.28261	171.4130	18.23	2011M04
1 vs 2 *	12.23924	61.19620	19.91	2014M10
2 vs 3 *	11.634211	3.171053	20.99	2020M03
3 vs 4	0.634211	3.171053	21.71	–

Source(s): Authors