compile_model: Format output of n break model

In mbreaks: Estimation and Inference for Structural Breaks in Linear Regression Models

Format output of n break model

Description

compile_model() compiles the information of model class object x into three main tables:

date_tab

Table for estimated break date in the model with 90% and 95% confidence intervals based on robust,hetomega, hetq options for errors and prewhit option.

RS_tab

Table for estimated coefficients for z regressors with corrected standard errors based on robust,hetdat,hetvar options for errors and prewhit option.

FS_tab

Table for estimated coefficients for x regressors with corrected standard errors based on robust, hetdat, and hetvar options for errors and prewhit option.

Usage

compile_model(x, digits = 3)

Arguments

x	the model class to format
digits	number of digits displayed in console. Default value is 3

Value

Formatted x with the following appended tables:

'date_tab'

A data frame storing the break date estimated by the model, and their corresponding confidence intervals.

'RS_tab'

A data frame storing the estimated coefficients which allowed to change across regimes with corrected standard errors.

'FS_tab'

A data frame storing the estimated coefficients which is constant across regimes with corrected standard errors.

Note

• If x returns 0 number of estimated break, the function will return NULL value instead of the list in Value.

• If x is a pure structural break, the 'FS_tab' will return NULL in Value.

mbreaks documentation built on April 3, 2025, 7:38 p.m.