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  • problems with structural sbknown

    I'm using Stata 14 with Windowns 10 OS.

    I want to test for structural breaks using sbknown. The problem is that I'm rejecting H0 for every date that I test, including those that should have no break. Something is going wrong and I can't figure out what. Here is my data. I'm also attaching a graph identifying which dates I feel I should test. The code I'm using is the following.

    Can anyone please help me figure this out?

    Code:
    regress meanDI date2
    estat sbknown, break(tm(date))

    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input float(meanDI date2)
     4.661818 420
        5.315 421
     5.632174 422
     7.302941 423
     5.707727 424
     5.676667 425
     5.620476 426
     4.876956 427
       4.8055 428
    4.3042855 429
        4.201 430
        4.037 431
     3.449091 432
     3.603158 433
     3.107619 434
        3.022 435
     2.707727 436
     3.036316 437
    2.4730434 438
     2.638636 439
     2.668095 440
         2.51 441
        2.669 442
    2.5366666 443
     2.354091 444
     2.746111 445
    2.5473685 446
     2.347619 447
         2.35 448
    2.2571428 449
    2.0786955 450
    2.2414286 451
         2.14 452
     2.176087 453
        4.415 454
     3.920909 455
     37.13524 456
       33.905 457
    28.035454 458
    24.989473 459
       22.563 460
    20.939524 461
     20.20739 462
     19.17476 463
    34.635715 464
      41.3419 465
      37.8005 466
     30.90818 467
      31.1515 468
     38.41555 469
     42.51783 470
    34.805264 471
    26.269524 472
    21.483334 473
     20.24636 474
     19.21727 475
    19.107143 476
       18.768 477
       18.739 478
    18.771305 479
    18.734285 480
     18.72381 481
    18.700476 482
     18.43421 483
     18.43591 484
        17.95 485
     16.78619 486
    16.391304 487
       16.465 488
    16.481905 489
       16.444 490
      16.1285 491
     15.40409 492
         15.1 493
     15.29182 494
      15.9345 495
    16.397272 496
      17.2825 497
       18.615 498
    19.011305 499
    19.042631 500
    19.050909 501
      19.0465 502
       19.051 503
    19.022272 504
    18.953888 505
      18.7015 506
    18.366817 507
    18.207144 508
      17.8215 509
     18.14913 510
    17.868181 511
    17.887142 512
     19.53739 513
      21.1385 514
     22.92143 515
     24.97591 516
      25.6325 517
    26.252106 518
       26.231 519
    end
    format %tm date2
    Attached Files
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