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st: ZANDREWS


From   "Richard Harvey" <richardharvey2008@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ZANDREWS
Date   Sun, 14 Sep 2008 03:27:09 +0100

hello statalisters,

I have the following time series data

Months	  MNval
-36	-246404.3
-35	-271136.9
-34	15321.21
-33	-266850.2
-32	-208945.8
-31	-223758.4
-30	-152778.7
-29	-65240.22
-28	-481321.3
-27	-190169.6
-26	-112362.4
-25	-467139.1
-24	-194511.7
-23	-444933.2
-22	-142801.8
-21	-108734.8
-20	-217134.7
-19	-285050.4
-18	-59074.71
-17	-22606.87
-16	-124248.8
-15	-190182.6
-14	-142432.7
-13	-137051
-12	55313.91
-11	-33965.3
-10	-274899.1
-9	25388.8
-8	-57483.93
-7	-39486.45
-6	-54602.45
-5	-239732.4
-4	-294504.7
-3	-334388.7
-2	-287347.5
-1	-87598.81
0	-580743.6
1	-160395.5
2	-575569.9
3	-255174.5
4	-126203.1
5	-375763.7
6	-32561.49
7	-87045.1
8	-91822.47
9	-31134.7
10	-102519
11	-84379.84
12	-266297.5
13	-80520.79
14	-48140.91
15	27969.55
16	-38107.77
17	-127254
18	-171679.9
19	-25015.38
20	-92405.42
21	75767.31
22	-45497.32
23	-188625.2
24	30972.86
25	-4018.882
26	-32145.2
27	-80913.73
28	-24621.37
29	-61688.87
30	-123890.4
31	-45585.37
32	-132729.1
33	-106762.2
34	-143616.2
35	-215439.4
36	-133058.6

I would like to see if and when there are any structural breaks in the data.

I came across Kit's zandrews prog. -ssc d zandrews-  is this the
command to use? the graph option on this looks very useful.
But how does one interpret the break point t-stats? When i use the
command with the above data.  I do not find any point above the
(critical 5%: -4.42).
 so does this mean  that the series does not have any significant breakpoints ?

thanks very much for you time
rich
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