compile_sbtests: Compile the Output of Sup Wald Test

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

Compile the Output of Sup Wald Test

Description

'compile_sbtests' formats the output of 'sbtests' into two tables.

Usage

compile_sbtests(x, digits = 3)

Arguments

x	An 'sbtests' class object.
digits	The number of decimal places displayed.

Value

A modified 'sbtests' object, 'x', with two appended data frames:

supF1

A data frame containing SupF test statistics for testing 0 versus m breaks, where m is the maximum number of breaks considered in 'x'. It includes critical values at the 10%, 5%, 2.5%, and 1% levels.

UDMax

A data frame containing Double Max test statistics with critical values at the 10%, 5%, 2.5%, and 1% levels.

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