R/ACValues.R

In tseriesTARMA: Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models

#' Andrews Tabulated Critical Values
#'
#' @description \loadmathjax
#' The data is taken from Table 1 of \insertCite{And03}{tseriesTARMA}, which provides asymptotic critical 
#' values for sup Wald, LM, and LR tests for parameter instability. Critical values are given for
#' degrees of freedom \mjeqn{p=1,\dots,20}{p = 1, ..., 20}. 
#' They can be used as asymptotic critical values for the following tests: 
#' - \code{\link{TAR.test}}
#' - \code{\link{TARMA.test}}
#' - \code{\link{TARMAGARCH.test}}
#' 
#' Provided \code{pb = 1- pa}.
#' 
#' @format ## `ACValues`
#' A matrix with 13 rows and 62 columns. The first two columns contain the parameters, whereas
#' the remaining 60 columns contain 3 critical values (at level 10%, 5%, and 1%) for each value of the
#' parameter \mjeqn{p}{p}:
#' \describe{
#'   \item{\code{pi}}{\mjeqn{\pi_0}{\pi[0]} in the paper, corresponds to \code{pa}.}
#'   \item{\code{lambda}}{\mjeqn{\lambda}{\lambda} in the paper, not relevant here.}
#'   \item{\code{1-90}}{\mjeqn{p=1}{p=1}, critical level 10%.}
#'   \item{\code{1-95}}{\mjeqn{p=1}{p=1}, critical level 5%.}
#'   \item{\code{1-99}}{\mjeqn{p=1}{p=1}, critical level 1%.}
#'   ...
#'   \item{\code{20-90}}{\mjeqn{p=20}{p=20}, critical level 10%.}
#'   \item{\code{20-95}}{\mjeqn{p=20}{p=20}, critical level 5%.}
#'   \item{\code{20-99}}{\mjeqn{p=20}{p=20}, critical level 1%.}
#' }
#' Note that \mjeqn{p}{p} are the degrees of freedom and correspond to the total number of tested parameter 
#' in the above tests.
#' @source \insertRef{And03}{tseriesTARMA}
"ACValues"