Linearity test eviews manual

Multiple Breakpoint Testing in EViews 8 Tests for parameter instability and structural change in regression models have been an important part of applied econometric work EViews 8 introduces these multiple breakpoint tests. Below are some examples of performing the tests in EViews. When I conduct Johansen Cointegration test, as Eviews tells that the lag in Johansen is for differened terms, so the lag that I need to specify is the optimal lag from VAR minus one. There are some videos posted on Youtube saying that to perform Johansen Test, we can use the optimal lag from VAR. See "Cointegration Testing" for EViews routines to perform testing in this setting. si Unit Root T eor. By default, EViews will choose the estimator of used by the authors of a given test specification. You may, of course, override the default settings and choose from either family of estimation methods. We have discussed how to perform the unit root test, namely ADF test , PP testand also DF-GLS test to test whether our time series data is stationary or not. Given the data, we conduct each test with the Stata package. ARDL Estimation in EViews 9, featuring bounds testing, cointegrating and long run forms, and automatic lag selection. Steps on how to perform normality test, serial correlation test, heteroscedasticity test, linearity test and CUSUM stability test.