compile_seqtests

<code>compile_seqtests</code> formats the output of the <code>seqtests</code> class object to 1 table<ul>
<li>sfl table containing sequential sup F tests statistics
of <code>l</code> versus <code>l+1</code> for l in <code>1</code> to <code>m</code> breaks
with critical values of the corresponding tests at
<code>{1%, 2.5%, 5%, 10%}</code> significance levels</li>
</ul>

Functions provide comprehensive treatments for estimating, inferring, testing and model selecting in linear regression models with structural breaks. The tests, estimation methods, inference and information criteria implemented are discussed in Bai and Perron (1998) "Estimating and Testing Linear Models with Multiple Structural Changes" <doi:10.2307/2998540>.

Linh Nguyen

mbreaks

Estimation and Inference for Structural Breaks in Linear
Regression Models

Yohei Yamamoto

Pierre Perron

compile_seqtests function

<dl><dt>x</dt>
<dd><code>seqtests</code> class object</dd></dl>

Arguments

Compile the output of sequential Sup Wald test — compile_seqtests

<dl>

<dt>x</dt>
<dd><code>seqtests</code> class object</dd>

</dl>

compile_seqtests: Compile the output of sequential Sup Wald test

Description

Usage

Value

Arguments