Description Usage Arguments Value Author(s) References Examples
Calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity
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formula |
Formula for the linear model to be used. It may contain any number of independent variables. |
data |
Data frame containing dependent and independent variables. |
nBoot |
Number of bootstrap samples to compute the critical region. |
MZ Gives values of MZ as given by Mumtaz et.al (2017)
BreakLocation Provides the data point position where the structural break occured
SupMzValue Returns the supremum value from MZ values
SupMZ0 Returns the bootstrapped critical value for testing the significance of SupMZ
nBoot Shows the number of bootstrap samples used to compute the critical region
Muhammad Yaseen (myaseen208@gmail.com)
Sami Ullah (samiullahuos@gmail.com)
Gulfam Haider (haider.gulfam786@gmail.com)
Mumtaz Ahmed, Gulfam Haider & Asad Zaman (2017). Detecting structural change with heteroskedasticity. Communications in Statistics - Theory and Methods. 46(21):10446-10455, DOI: 10.1080/03610926.2016.1235200
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