> I would like to implement the Chow test in Splus 6.1 Win2K. I did
> not find a program in the archives.
>
> Respectfully,
> Frank R. Lawrence
On CRAN there is the package "strucchange" for R, which contains the
function sctest(), an interface to various structural change tests
containg the Chow test. See the help/examples of sctest().
Furthermore the package contains various tests for structural change
of unknown timing, e.g. supF (aka supChow or Quandt test),
CUSUM/MOSUM, recursive/moving estimates.
Best,
Achim Zeileis
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