Description Usage Arguments Value Examples

Performs Quandt Likelihood Ratio Test for structural breaks with unknown breakdate.

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`mod` |
The regular model object (without dummies) estimated by |

`data` |
Name of the dataframe to be used if |

`from` |
Start period of range to be analyzed for a break. |

`to` |
End period of range to be analyzed for a break. |

`sig.level` |
Significance level. Allowed values are 0.01, 0.05 and 0.10. |

`details` |
Logical value indicating whether specific details about the test should be returned. |

A list including:

`hyp` | The null-hypothesis to be tested. |

`results` | Dataframe of test results. |

`chi2.stats` | Chi^2 test statistics calculated between `from` and `to` . |

`f.stats` | F test statistics calculated between `from` and `to` . |

`f.crit` | Lower and upper critical F-value. |

`p.value` | p-value in the test (using approximation method proposed by Hansen (1997)). |

`breakpoint` | Period at which largest F value occurs |

`periods` | The range of periods analyzed. |

`lf.crit` | Lower and upper critical F-value including corresponding lambda values. |

`lambda` | The lambda correction value for the critical value. |

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andronikoss/desk documentation built on June 3, 2017, 7:05 p.m.

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