compile_seqtests: Compile the output of sequential Sup Wald test

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

Compile the output of sequential Sup Wald test

Description

'compile_seqtests' formats the output of the 'seqtests' class object to 1 table

'sfl'

A table containing sequential sup F tests statistics of 'l' versus 'l+1' for 'l' in '1' to 'm' breaks with critical values of the corresponding tests at 1%, 2.5%, 5%, and 10% significance levels.

Usage

compile_seqtests(x)

Arguments

x	'seqtests' class object

Value

class 'seqtests' list 'x' with appended data frame 'sfl' containing the sequential SupF test statistics with critical values at 10%, 5%, 2.5%, and 1% level.

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