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base sas implementation of chow test to detect structural breaks in time series

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base sas implementation of chow test to detect structural breaks in time series

This is the sitaution:

 

I have time series (daily readings), which can trend downwards. I would like to introduce a dichotomous dummy variable that indicates when the time series contains a trough (dummy=1) or not (dummy=0). A trough occurs if the current time series is n% (e.g. 80%) below past values but future values go up again to 100% relative to the current value.

 

I was told that I can use the chow test to create these dummy variables. I have no SAS/ETS and wonder if I can use the chow test in datasteps to create the dummy variable. Any pointers would be very much appreciated. Thanks!

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