Stata structural break test

Описание к видео Stata structural break test

Learn how to identify structural breaks in Stata time-series data with the estat sbsingle command.

The following code will come in handy for the tutorial:

set seed 1234
set obs 1000
gen try = runiform(2,4) + runiform(0,1)
replace try = try+0.5 in 501/1000
gen day = _n
tsset day
regress try day
estat sbsingle

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