BP_estim | Breakpoint estimators for a change in persistence |
BT | function to calculate sequence of test statistics by Busetti... |
cusum | function to calculate sequence of cusum test statistics by... |
CUSUMfixed | Self-normalized CUSUM tests for structural change under long... |
CUSUMLM | CUSUM long memory test for a single change in the mean of a... |
CUSUM_simple | Simple test for change-in-mean under long memory |
cusum_test | Cusum-type test against a change in persistence |
CV | function to generate critical values. For internal use only. |
d_vec | function to extract critical values. For internal use only. |
ers_test | Unit root test by Elliot et al. (1996). For internal use only |
fb_longrun | function to estimate the fixed-b long-run variance. For... |
fixbsupw | Fixed-b sup Wald test for a single change in the mean of a... |
getCV | function to extract critical values. For internal use only. |
HLT | function to calculate unit root test to adjust test statistic... |
HLTmin | function to calculate sequence of minimum test statistics by... |
LBI | function to calculate sequence of LBI test statistics by... |
LBI_test | Locally best invariant test against a change in persistence |
LKSN | function to calculate sequence of LKSN test statistics. For... |
LKSN_test | DF-type test against a change in persistence |
LT | function to calculate sequence of test statistics by... |
memochange | memochange: Testing for Structural Breaks under Long Memory... |
MR | function to calculate sequence of test statistics by Martins... |
MR_test | LM test against a change in persistence |
pb_sim | Simulates persistence-break process |
ratio_test | Ratio-based test against a change in persistence |
snsupwald | Self-normalized sup Wald test for a single change in the mean... |
snwilcoxon | Self-normalized Wilcoxon test for a single change in the mean... |
wald_test | function to calculate wald_test. For internal use only |
wilcoxonLM | Wilcoxon long memory test for a single change in the mean of... |
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