compile_model()
compiles the information of model
class object x
into 3
main tables:
date_tab
Table for estimated break date in the model
with 90% and 95% confidence intervals based on robust
,hetomega
, hetq
options
for errors
and prewhit
option
RS_tab
Table for estimated coefficients for z
regressors
with corrected standard errors based on robust
,hetdat
,hetvar
options for errors and prewhit
option
FS_tab
Table for estimated coefficients for x
regressors
with corrected standard errors based on robust
,hetdat
,hetvar
options for errors and prewhit
option
compile_model(x, digits = 3)
x
The input list of model
class contains the following tables:
date_tab
A data frame storing the break date estimated by the model,
and their corresponding confidence intervals
RS_tab
A data frame storing the estimated coefficients which allowed to
change across regimes with corrected standard errors
FS_tab
A data frame storing the estimated coefficients which is constant
across regimes with corrected standard errors
the model
class to format
number of digits displayed in console. Default value is 3