onebp: Optimal one break partition in partial structural change...
In RoDivinity/BP2003: Structural break estimation and testing procedure
onebp R Documentation
Optimal one break partition in partial structural change model
Description
Function computes the optimal one break partition in partial structural
change model by searching over all possible breaks
Usage
onebp(y, z, x, h, start, last)
Arguments
y
dependent variables
z
independent variables with coefficients
allowed to change across regimes
x
independent variables with constant coefficients across regimes
h
minimal length of segment
start
initial date to search
last
last date to search
Value
A list containing the following components
ssrmin
associated SSR of optimal break
dx
optimal date (global minimizer)
RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.
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| onebp | R Documentation |
Optimal one break partition in partial structural change model
Description
Function computes the optimal one break partition in partial structural change model by searching over all possible breaks
Usage
onebp(y, z, x, h, start, last)
Arguments
y |
dependent variables |
z |
independent variables with coefficients allowed to change across regimes |
x |
independent variables with constant coefficients across regimes |
h |
minimal length of segment |
start |
initial date to search |
last |
last date to search |
Value
A list containing the following components
ssrmin |
associated SSR of optimal break |
dx |
optimal date (global minimizer) |
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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