View source: R/KPSS.N.breaks.R
DOLS.N.breaks | R Documentation |
Estimating DOLS regression for multiple known break points
DOLS.N.breaks(
y,
x,
model,
break.point,
const = FALSE,
trend = FALSE,
k.lags,
k.leads
)
y |
A time series of interest. |
x |
A matrix of explanatory stochastic regressors. |
model |
A scalar or vector of break types:
|
break.point |
An array of moments of structural breaks. |
const , trend |
Whether a constant or trend are to be included. |
k.lags , k.leads |
A number of lags and leads in DOLS regression. |
A list of:
Estimates of coefficients,
Estimates of residuals,
A set of informational criterions values,
t
-statistics for the estimates of coefficients.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.