print.Wtest: Summary output of Sup(l+1|l) test
In RoDivinity/BP2003: Structural break estimation and testing procedure
print.Wtest R Documentation
Summary output of Sup(l+1|l) test
Description
Function to format the output of the Sup F test
Usage
## S3 method for class 'Wtest'
print(x, ...)
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
RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.
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| print.Wtest | R Documentation |
Summary output of Sup(l+1|l) test
Description
Function to format the output of the Sup F test
Usage
## S3 method for class 'Wtest' print(x, ...)
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
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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