SSR.recursive: Calculate SSR recursively
In d9d6ka/RANEPA-R: Set of unit root and cointegration tests
SSR.recursive R Documentation
Calculate SSR recursively
Description
Calculate SSR recursively
Usage
SSR.recursive(y, x, beg, end, width = 2)
Arguments
y
A dependent variable.
x
Explanatory variables.
beg, end
The start and the end of SSR calculating period.
width
Minimum spacing between the breaks.
Value
The vector of calculated recursive SSR.
References
Brown, R. L., J. Durbin, and J. M. Evans.
“Techniques for Testing the Constancy of Regression Relationships over Time.”
Journal of the Royal Statistical Society.
Series B (Methodological) 37, no. 2 (1975): 149–92.
d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.
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| SSR.recursive | R Documentation |
Calculate SSR recursively
Description
Calculate SSR recursively
Usage
SSR.recursive(y, x, beg, end, width = 2)
Arguments
y |
A dependent variable. |
x |
Explanatory variables. |
beg, end |
The start and the end of SSR calculating period. |
width |
Minimum spacing between the breaks. |
Value
The vector of calculated recursive SSR.
References
Brown, R. L., J. Durbin, and J. M. Evans. “Techniques for Testing the Constancy of Regression Relationships over Time.” Journal of the Royal Statistical Society. Series B (Methodological) 37, no. 2 (1975): 149–92.
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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