Generic function for performing structural change tests.
arguments passed to methods.
An object of class
the test statistic,
the corresponding p value,
a character string with the method used,
a character string with the data name.
sctest is a generic function for performing/extracting structural
change tests based on various types of objects. The
provides various types of methods.
First, structural change tests based on
F statistics in linear regression models (
empirical fluctuation processes in linear regression models (
and generalized empirical fluctuation processes in parametric models (
are available in the corresponding
Zeileis A., Leisch F., Hornik K., Kleiber C. (2002),
An R Package for Testing for Structural Change in Linear Regression Models,
Journal of Statistical Software, 7(2), 1-38.
Zeileis A. (2006), Implementing a Class of Structural Change Tests: An Econometric Computing Approach. Computational Statistics & Data Analysis, 50, 2987--3008. doi:10.1016/j.csda.2005.07.001.