Object Reference : Object View and Procedure Reference : Series
  
 
changepoints
Perform tests on a change in the location parameter (mean) of the series.
Calculate the standard normal, Quandt-Andrews, Pettitt and Buishand tests for a change in the location of the distribution of a series.
Syntax
series_name.changepoints(options)
Options
G
noboot
Do not calculate bootstrapped p-values.
simple
Use the simple bootstrap. By default, the sieve bootstrap is used.
mle
Calculate the bootstrap AR estimates using MLE. Default is to use the HVK estimates.
reps=arg
Number of bootstrap replications.
seed=int
Set the random number generator seed.
rng=arg
Set random number generator type. Available types are: improved Knuth generator (“kn”), improved Mersenne Twister (“mt”), Knuth’s (1997) lagged Fibonacci generator used in EViews 4 (“kn4”), L’Ecuyer’s (1999) combined multiple recursive generator (“le”), Matsumoto and Nishimura’s (1998) Mersenne Twister used in EViews 4 (“mt4”).
out=name
Specify the name of the matrix containing the test statistics and p-values.
prompt
Force the dialog to appear from within a program.
p
Print results.
Examples
gdpc1.changepoints(iter=19999, out=cpstats)
Performs a change point test on the GDPC1 series, performing 19,999 bootstraps using HVK estimates in a sieve bootstrap, and saving the test statistics and p-values into a matrix object named CPSTATS.
Cross-references
See “Change Point Tests” for discussion.