run_supf_test

Internal function to perform supF test for unknown break date.

internal

Provides tools for analyzing the relationship between direct
prices (based on labor values) and prices of production using Bayesian
generalized linear models, panel data methods, partial least squares
regression, canonical correlation analysis, and panel vector
autoregression. Includes functions for model comparison, out-of-sample
validation, and structural break detection. Here, methods use raw accounting data with explicit temporal structure, following Gomez Julian (2023) <doi:10.17605/OSF.IO/7J8KF>
and standard econometric techniques for panel data analysis.

José Mauricio Gómez Julián

valueprhr

Value-Price Analysis with Bayesian and Panel Data Methods

Jose Mauricio Gomez Julian

run_supf_test function

<dl><dt>ts_data</dt>
<dd>Aggregated time series data.</dd></dl>

Arguments

Run Supremum F Test — run_supf_test

<dl>

<dt>ts_data</dt>
<dd>Aggregated time series data.</dd>

</dl>

run_supf_test: Run Supremum F Test

Description

Usage

Value

Arguments