doglob() identify if the structural change model is i) pure or ii)
partial change model. The procedure then calls appropriate functions dating to estimate
the pure change model and nldat to estimate the partial change model.
doglob(y, z, x, m, eps, h, maxi, fixb, betaini, printd, eps1)A list containing the following components:
glb Minimum global SSR
datevec Vector of dates (optimal minimizers)
bigvec Associated SSRs with possible break dates combination
matrix of dependent variable
matrix of independent variables with coefficients allowed to change across regimes
matrix of independent variables with coefficients constant across regimes
number of breaks in the structural change model
convergence criterion for iterative recursive computation. (For partial change model ONLY)
Minimum segment length of regime considered in estimation. If users want to specify a particular value, please set eps1=0
maximum number of iterations. (For partial change model ONLY)
option to use fixed initial input \(\beta\). If 1,
the model will use values given in betaini. If 0, betaini is skipped
Initial \(beta_0\) to use in estimation (Must be a p x 1 matrix, where p is number of x variables)
Print option for model estimation. default = 0, to
suppress intermediate outputs printing to console
trimming level