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README.md
In multibreakeR: Tests for a Structural Change in Multivariate Time Series
"# multibreakeR"
This package implements, in a flexible way, the algorithm of Bai, Lumsdaine, and Stock (1998). It authorizes inclusion of trends, exogeneous covariates and break test on the intercept or on the full VAR.
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multibreakeR documentation built on May 31, 2023, 6:06 p.m.
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"# multibreakeR"
This package implements, in a flexible way, the algorithm of Bai, Lumsdaine, and Stock (1998). It authorizes inclusion of trends, exogeneous covariates and break test on the intercept or on the full VAR.
Try the multibreakeR package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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