breakls |
method=arg (default=“seqplus1”) | Breakpoint selection method: “seqplus1” (sequential tests of single versus breaks), “seqall” (sequential test of all possible versus breaks), “glob” (tests of global vs. no breaks), “globplus1” (tests of versus globally determined breaks), “globinfo” (information criteria evaluation),“user” (user-specified break dates). |
select=arg | Sub-method setting (options depend on “method=”). (1) if “method=glob”: Sequential (“seq”) (default), Highest significant (“high”), (“udmax”), (“wdmax”). (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. |