Quandt likelihood ratio test , does SAS do this at all?

noetsi

Fortran must die
#1
It is a specialized form of the Chow test where you do not know where to specify the point at which the structural break occurs. I would love to use this in SAS, but I can not find it anywhere.
 

noetsi

Fortran must die
#3
A chow test tells you if at a specific point in time the relationship between X and Y changes. That is the slope is different at specific periods in time. It is generally used in time series data.

I don't understand the mailing stuff part???

hlsmith do you know how you difference a variable in proc autoreg. I know how to do it in Proc ARIMA, but not proc autoreg.