* This example demonstrates the STABTEST.SRC procecure,
*  which computes Hansen's stability test from his
*  "Parameter Instability in Linear Models" paper, Journal
*    of Policy Modelling.
*
*  Uses ROMER.PRN, containing GNP data from Romer.

cal 1869 1 1
all 1987:1
open data romer.prn
data(for=prn,ver,org=obs)
diff lgnp / dgnp

source(noecho) stabtest.src

smpl 1890:1 1987:1
@stabtest dgnp / stat
# constant dgnp{1}

smpl 1890:1 1929:1
@stabtest dgnp / stat
# constant dgnp{1}

smpl 1931:1 1947:1
@stabtest dgnp / stat
# constant dgnp{1}

smpl 1949:1 1987:1
@stabtest dgnp / stat
# constant dgnp{1}