example_data: Example MultibreakeR simulated data

In multibreakeR: Tests for a Structural Change in Multivariate Time Series

Example MultibreakeR simulated data

Description

Data generated with the function Simul() of the multibreakeR package with 100 time series observations (n = 100), five time series (p = 5), a break intensity of 1 (intensity = 1), and a break occuring at 35% of the sample (when.break = 0.35). These are also the default arguments of the Simul() function.

Usage

data(example_data)

Format

A matrix object

Source

https://github.com/loicym/multibreakeR

References

MultibreakeR generated data

Examples

list.breaks <- Main(mat.y = Simul(p = 2, when.break = 0.5),
 mat.x = NULL,
  trend = FALSE,
   intercept = TRUE,
    ci = c(0.9, 0.95, 0.99),
     est.mode = "OLS",
      iter = 3,
       aic.bic.mode = "AIC",
        q.max = 2,
         trim = 0.4,
          pos.break = FALSE)

multibreakeR documentation built on May 31, 2023, 6:06 p.m.