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mbreaks (version 1.0.0)

compile_model: Format output of n break model

Description

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

Usage

compile_model(x, digits = 3)

Value

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

Arguments

x

the model class to format

digits

number of digits displayed in console. Default value is 3