Dear Scholars
I am working on a time series data. I found structural break in the year 1981 at the level but the series is non stationary while at first difference the series is stationary & the break is found in the year 1998. My query is
1. Which year of structural break should i account in the model?
2. how to accommodate structural break in the model?
please suggest What & How should i procced?
Thank You!
I am working on a time series data. I found structural break in the year 1981 at the level but the series is non stationary while at first difference the series is stationary & the break is found in the year 1998. My query is
1. Which year of structural break should i account in the model?
2. how to accommodate structural break in the model?
please suggest What & How should i procced?
Thank You!
