Testing, Monitoring, and Dating Structural Changes

BostonHomicide | Youth Homicides in Boston |

boundary | Boundary Function for Structural Change Tests |

boundary.efp | Boundary for Empirical Fluctuation Processes |

boundary.Fstats | Boundary for F Statistics |

boundary.mefp | Boundary Function for Monitoring of Structural Changes |

breakdates | Breakdates Corresponding to Breakpoints |

breakfactor | Factor Coding of Segmentations |

breakpoints | Dating Breaks |

catL2BB | Generators for efpFunctionals along Categorical Variables |

confint.breakpointsfull | Confidence Intervals for Breakpoints |

DJIA | Dow Jones Industrial Average |

durab | US Labor Productivity |

efp | Empirical Fluctuation Processes |

efpFunctional | Functionals for Fluctuation Processes |

Fstats | F Statistics |

gefp | Generalized Empirical M-Fluctuation Processes |

GermanM1 | German M1 Money Demand |

Grossarl | Marriages, Births and Deaths in Grossarl |

logLik.breakpoints | Log Likelihood and Information Criteria for Breakpoints |

mefp | Monitoring of Empirical Fluctuation Processes |

PhillipsCurve | UK Phillips Curve Equation Data |

plot.efp | Plot Empirical Fluctuation Process |

plot.Fstats | Plot F Statistics |

plot.mefp | Plot Methods for mefp Objects |

RealInt | US Ex-post Real Interest Rate |

recresid | Recursive Residuals |

root.matrix | Root of a Matrix |

scPublications | Structural Change Publications |

sctest | Structural Change Tests |

sctest.default | Structural Change Tests in Parametric Models |

sctest.efp | Generalized Fluctuation Tests |

sctest.formula | Structural Change Tests in Linear Regression Models |

sctest.Fstats | supF-, aveF- and expF-Test |

solveCrossprod | Inversion of X'X |

SP2001 | S&P 500 Stock Prices |

strucchange.internal | Internal strucchange objects |

supLM | Generators for efpFunctionals along Continuous Variables |

USIncExp | Income and Expenditures in the US |

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