How can I compute a CUSUM-Test of a variable with another variable as a reference?
So for example I want to use the cumulative sum of the difference between "var" and "L52.var". Another use would be between "var" and a linear prediction. So if var consists of four years and I want to compute a linear prediction with data of the first three and then compute the CUSUM-Test for the last year. How can I manage this with the command estat sbcusum? I have already read the manual and the text on the website but unfortunately this did not help me.
So for example I want to use the cumulative sum of the difference between "var" and "L52.var". Another use would be between "var" and a linear prediction. So if var consists of four years and I want to compute a linear prediction with data of the first three and then compute the CUSUM-Test for the last year. How can I manage this with the command estat sbcusum? I have already read the manual and the text on the website but unfortunately this did not help me.
