breakls |
method=arg (default=“seqplus1”) | Breakpoint selection method: “seqplus1” (sequential tests of single ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
select=arg | Sub-method setting (options depend on “method=”). (1) if “method=glob”: Sequential (“seq”) (default), Highest significant (“high”), ![]() ![]() (2) if “method=globinfo”: Schwarz criterion (“bic” or “sic”) (default), Liu-Wu-Zidek criterion (“lwz”). |
trim=arg (default=5) | Trimming percentage for determining minimum segment size (5, 10, 15, 20, 25). |
maxbreaks=integer (default=5) | Maximum number of breakpoints to allow (not applicable if “method=seqall”). |
maxlevels=integer (default=5) | Maximum number of break levels to consider in sequential testing (applicable when “method=sequall”). |
breaks="arg" | User-specified break dates entered in double quotes. For use when “method=user”. |
size=arg (default=5) | Test sizes for use in sequential determination and final test evaluation (10, 5, 2.5, 1) corresponding to 0.10, 0.05, 0.025, 0.01, respectively |
heterr | Assume regimes specific error distributions in variance computation. |
commondata | Assume a common distribution for the data across segments (only applicable if original equation is estimated with a robust covariance method, “heterr” is not specified). |
w=arg | Weight series or expression. |
wtype=arg (default=“istdev”) | Weight specification type: inverse standard deviation (“istdev”), inverse variance (“ivar”), standard deviation (“stdev”), variance (“var”). |
wscale=arg | Weight scaling: EViews default (“eviews”), average (“avg”), none (“none”). The default setting depends upon the weight type: “eviews” if “wtype=istdev”, “avg” for all others. |
cov=keyword | Covariance type (optional): “white” (White diagonal matrix), “hac” (Newey-West HAC). |
nodf | Do not perform degree of freedom corrections in computing coefficient covariance matrix. The default is to use degree of freedom corrections. |
covlag=arg (default=1) | Whitening lag specification: integer (user-specified lag value), “a” (automatic selection). |
covinfosel=arg (default=“aic”) | Information criterion for automatic selection: “aic” (Akaike), “sic” (Schwarz), “hqc” (Hannan-Quinn) (if “lag=a”). |
covmaxlag=integer | Maximum lag-length for automatic selection (optional) (if “lag=a”). The default is an observation-based maximum of ![]() |
covkern=arg (default=“bart”) | Kernel shape: “none” (no kernel), “bart” (Bartlett, default), “bohman” (Bohman), “daniell” (Daniel), “parzen” (Parzen), “parzriesz” (Parzen-Riesz), “parzgeo” (Parzen-Geometric), “parzcauchy” (Parzen-Cauchy), “quadspec” (Quadratic Spectral), “trunc” (Truncated), “thamm” (Tukey-Hamming), “thann” (Tukey-Hanning), “tparz” (Tukey-Parzen). |
covbw=arg (default=“fixednw”) | Kernel Bandwidth: “fixednw” (Newey-West fixed), “andrews” (Andrews automatic), “neweywest” (Newey-West automatic), number (User-specified bandwidth). |
covnwlag=integer | Newey-West lag-selection parameter for use in nonparametric kernel bandwidth selection (if “covbw=neweywest”). |
covbwoffset=integer (default=0) | Apply integer offset to bandwidth chosen by automatic selection method (“bw=andrews” or “bw=neweywest”). |
covbwint | Use integer portion of bandwidth chosen by automatic selection method (“bw=andrews” or “bw=neweywest”). |
coef=arg | Specify the name of the coefficient vector; the default behavior is to use the “C” coefficient vector. |
prompt | Force the dialog to appear from within a program. |
p | Print basic estimation results. |