DOLS.vars.N.breaks: Preparing variables for DOLS regression with multiple known...

In d9d6ka/RANEPA-R: Set of unit root and cointegration tests

Preparing variables for DOLS regression with multiple known break points

Description

Preparing variables for DOLS regression with multiple known break points

Usage

DOLS.vars.N.breaks(
  y,
  x,
  model,
  break.point,
  const = FALSE,
  trend = FALSE,
  k.lags,
  k.leads
)

Arguments

y	A time series of interest.
x	A matrix of explanatory stochastic regressors.
model	A scalar or vector of 1: for the break in const. 2: for the break in trend. 3: for the break in const and trend.
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.

Value

A list of LHS and RHS variables.

d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.