statcomp: Computes structural change test statistic
In MasimovR/VARCP:

Description Usage Arguments Value Examples

Computes test statistic value for each time point. Likelihood-ratio test (LRT), Cumulative sum test (CUSUM) and Darling-Erdös-type test (DET) statistics are supported.

1	statcomp(model, type = "CUSUM", trim = NULL)

`model`	A list returned by VAR or VARMA functions from MTS package
`type`	A character string which determines type of the test statistic returned by the function, either "CUSUM", "LRT" or "DET". The default is "CUSUM"
`trim`	A number of time points on data edges for which test statistic is not computed

statcomp returns a list of class "VARCP" with following items

`values`	Named vector of values of selected test statistic, where name is time index for which statistic is computed
`type`	Character string which states type of the computed test statistic

## Simulation of time series of length 200
phi <- matrix(c(0.2,-0.6,0.3,1),2,2)
sig <- matrix(c(4,0.8,0.8,1),2,2)
data <- VARMAsim(200, arlags = 1, phi = phi, sigma = sig)
model <- VAR(data[["series"]], p = 1)

## Tests estimation
CUSUM <- statcomp(model, type = "CUSUM")
LRT <- statcomp(model, type = "LRT", trim = 15)