Man pages for memochange
Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence

BP_estimBreakpoint estimators for a change in persistence
BTfunction to calculate sequence of test statistics by Busetti...
cusumfunction to calculate sequence of cusum test statistics by...
CUSUMfixedSelf-normalized CUSUM tests for structural change under long...
CUSUMLMCUSUM long memory test for a single change in the mean of a...
CUSUM_simpleSimple test for change-in-mean under long memory
cusum_testCusum-type test against a change in persistence
CVfunction to generate critical values. For internal use only.
d_vecfunction to extract critical values. For internal use only.
ers_testUnit root test by Elliot et al. (1996). For internal use only
fb_longrunfunction to estimate the fixed-b long-run variance. For...
fixbsupwFixed-b sup Wald test for a single change in the mean of a...
getCVfunction to extract critical values. For internal use only.
HLTfunction to calculate unit root test to adjust test statistic...
HLTminfunction to calculate sequence of minimum test statistics by...
LBIfunction to calculate sequence of LBI test statistics by...
LBI_testLocally best invariant test against a change in persistence
LKSNfunction to calculate sequence of LKSN test statistics. For...
LKSN_testDF-type test against a change in persistence
LTfunction to calculate sequence of test statistics by...
memochangememochange: Testing for Structural Breaks under Long Memory...
MRfunction to calculate sequence of test statistics by Martins...
MR_testLM test against a change in persistence
pb_simSimulates persistence-break process
ratio_testRatio-based test against a change in persistence
snsupwaldSelf-normalized sup Wald test for a single change in the mean...
snwilcoxonSelf-normalized Wilcoxon test for a single change in the mean...
wald_testfunction to calculate wald_test. For internal use only
wilcoxonLMWilcoxon long memory test for a single change in the mean of...
memochange documentation built on July 27, 2020, 1:09 a.m.