Search for location of break points in 1st-stage of Engle-Granger
ec.searchbreaks(qse, ymat, npl, befpn, ndet, gfillmin = 10, fixed = NA)q: number of (additional) breaks, s: start date for search, e: end date for search
matrix of lags
n, p, nlag
begtrim, endtrim, nforecast, npred
order of the model d(i,j)
gfill value
vector of breaks to be taken as fixed (not between s=start and e=end)
out list with break dates and values of regression average sum of squares
Berta et al. 2020