dating: Calculate optimal break points for linear dating procedure
In RoDivinity/BP2003: Structural break estimation and testing procedure
dating R Documentation
Calculate optimal break points for linear dating procedure
Description
Function computes break points that globally minimizes SSR
Usage
dating(y, z, h, m, q, bigT)
Arguments
y
dependent variable
z
matrix of independent variables
h
minimum length of segment
m
maximum number of breaks
q
number of regressors z
bigT
sample period T
Value
A list containing the following components:
glb
minimum global SSR
datevec
Vector of dates (optimal minimizers)
bigvec
Associated SSRs
RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.
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| dating | R Documentation |
Calculate optimal break points for linear dating procedure
Description
Function computes break points that globally minimizes SSR
Usage
dating(y, z, h, m, q, bigT)
Arguments
y |
dependent variable |
z |
matrix of independent variables |
h |
minimum length of segment |
m |
maximum number of breaks |
q |
number of regressors z |
bigT |
sample period T |
Value
A list containing the following components:
glb |
minimum global SSR |
datevec |
Vector of dates (optimal minimizers) |
bigvec |
Associated SSRs |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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