mbreaks (version 1.0.0)

compile_sbtests: Compile the output of Sup Wald test

Description

compile_sbtests formats the output of the sbtests into 2 tables

• supF1 table containing Sup F tests of 0 versus 1 to m breaks with critical values of the corresponding tests

Usage

compile_sbtests(x, digits = 3)

Value

class sbtests x with appended 2 data frames:

• supF1 A data frame contains SupF tests statistics of 0 versus m breaks, where m is maximum number of breaks considered in x with critical values at {10%,5%,2.5%,1%} level

• UDMax A data frame contains Double Max test statistics with with critical values at {10%,5%,2.5%,1%} level

Arguments

x

sbtests class object

digits

number of decimal places displayed