SAS/ETS Examples
Chow Test for Structural Breaks
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SAS Program
/* Chow Test for Structural Breaks */
title1 ' CHOW Test ';
data food;
input year q p y @@;
retain one 1;
lnq = log(q);
lnp = log(p);
lny = log(y);
datalines;
27 88.9 91.7 57.7
28 88.9 92.0 59.3
29 89.1 93.1 62.0
30 88.7 90.9 56.3
31 88.0 82.3 52.7
32 85.9 76.3 44.4
33 86.0 78.3 43.8
34 87.1 84.3 47.8
35 85.4 88.1 52.1
36 88.5 88.0 58.0
37 88.4 88.4 59.8
38 88.6 83.5 55.9
39 91.7 82.4 60.3
40 93.3 83.0 64.1
41 95.1 86.2 73.7
48 96.7 105.3 82.1
49 96.7 102.0 83.1
50 98.0 102.4 88.6
51 96.1 105.4 88.3
52 98.1 105.0 89.1
53 99.1 102.6 92.1
54 99.1 101.9 91.7
55 99.8 100.8 96.5
56 101.5 100.0 99.8
57 99.9 99.8 99.9
58 99.1 101.2 98.4
59 101.0 98.8 101.8
60 100.7 98.4 101.8
61 100.8 98.8 103.1
62 101.0 98.4 105.5
;
run;
proc print data=food (obs=8);
var q p y lnq lnp lny;
run;
ods select Autoreg.Model1.Dependent
Autoreg.Model1.OLSEst.FitSummary
Autoreg.Model1.OLSEst.ChowTest
Autoreg.Model1.OLSEst.ParameterEstimates;
ods html body='chowOut.htm';
proc autoreg data=food;
model lnq = lnp lny / chow=(15 16 17);
run;
ods html close;