getcv2: SupF(l+1|l) test Critical Values

In RoDivinity/BP2003: Structural break estimation and testing procedure

SupF(l+1|l) test Critical Values

Description

Function to retrieve critical values of SupF(l+1|l) test stored in /SysData/SupF_next/cv_x.csv where x corresponds to the trimming level:

• 1: eps1 = 5%

• 2: eps1 = 10%

• 3: eps1 = 15%

• 4: eps1 = 20%

• 5: eps1 = 25%

The critical values are tabulated from @references

Usage

getcv2(signif, eps1)

Arguments

signif	significant level
eps1	trimming level

Value

cv Critical value of SupF(l+1|l) test

RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.