Quandt-Andrews Unknown Breakpoint Test

Statistic

Value

Prob

Maximum LR F-statistic (2003Q1)

7.5840

0.0000

Maximum Wald F-statistic (2003Q1)

37.9202

0.0000

Exp LR F-statistic

2.1732

0.0006

Exp Wald F-statistic

14.8896

0.0000

Ave LR F-statistic

4.0294

0.0000

Ave Wald F-statistic

20.1471

0.0000