ssr: Recursive SSR computation of a segment
In RoDivinity/BP2003: Structural break estimation and testing procedure
ssr R Documentation
Recursive SSR computation of a segment
Description
Function computes the recursive residuals of period from 'start' to 'last'
Usage
ssr(start, y, z, h, last)
Arguments
start
starting index of the sample used
y
dependent vars
z
matrix of time-variant regressors (dimension q)
h
minimal length of segment
last
ending index of the last segment considered
Value
out The vector of recursive SSR of length (last-start+1)
RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.
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| ssr | R Documentation |
Recursive SSR computation of a segment
Description
Function computes the recursive residuals of period from 'start' to 'last'
Usage
ssr(start, y, z, h, last)
Arguments
start |
starting index of the sample used |
y |
dependent vars |
z |
matrix of time-variant regressors (dimension q) |
h |
minimal length of segment |
last |
ending index of the last segment considered |
Value
out The vector of recursive SSR of length (last-start+1)
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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