Has anyone used Excel or R Studio to do a simple Chow Test (compare a set of data before and after one particular year)? I have tried to find info but there is not much, especially regarding the use of Excel.
I have monthly CDS values from January 2004 to December 2010. I have to split them in two - 2004-2006 and 2007-2010 - and I have to see how they changed from one period to another. The values are in basis points.