compile.Wtest: Summary output of Sup Wald test
| compile.Wtest | R Documentation |
Summary output of Sup Wald test
Description
Function to format the output of the Sup F test
Usage
compile.Wtest(x, digits = -1, ...)
Arguments
x |
independent variables with regime-wise coefficients |
nbreak |
number of breaks in the model |
glb |
global minimum SSR of the model |
datevec |
estimated break date |
y |
dependent variables |
z |
independent variables with regime-specific coefficients |
Value
tbl Tables containings: i) global minimum SSR ii) estimated date iii) estimated coefficients
