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


No cake for spunky
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.


Less is more. Stay pure. Stay poor.
I always forget what the show test is, can you remind me. Glad to see you back and that you are the person mailing stuff.


No cake for spunky
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.