How do I interpert results for structural break tests using Bai and Perron, 2003

Hello everybody,

I am using the matlab code provided by Pierre Perron to run tests for structural breaks in time series, following Bai and Perron, 2003. I'm having difficulties interpreting the matlab output, i.e. how do I interpret or scale the results for the confidence intervals to make sense?

Thanks a lot in advance,

Pamfili

[Panty]

Hi pamfili, Did you finaly find a solution to your problem??