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An Intuitive Test of Structural Change
Author(s) -
Eisenhauer Joseph
Publication year - 1997
Publication title -
teaching statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.425
H-Index - 13
eISSN - 1467-9639
pISSN - 0141-982X
DOI - 10.1111/j.1467-9639.1997.tb00338.x
Subject(s) - series (stratigraphy) , simple (philosophy) , computer science , test (biology) , statistical hypothesis testing , econometrics , statistics , mathematics , epistemology , philosophy , biology , paleontology
Summary This note suggests a simple, intuitive approach to testing for structural changes in time series data. The procedure is illustrated using historical data from a recent issue of Teaching Statistics .