determinants.KPSS.1.break: Construct determinant variables for KPSS.1.break

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

Construct determinant variables for KPSS.1.break

Description

Construct determinant variables for KPSS.1.break

Usage

determinants.KPSS.1.break(model, n.obs, break.point)

Arguments

model	A scalar equal to 1: Model with trend, break in const, 2: Model with const and trend, break in const, 3: Model with const and trend, break in trend, 4: Model with const and trend, break in const and trend.
n.obs	Number of observations.
break.point	Break point.

Details

Procedure to compute deterministic terms for KPSS with 1 structural break.

Value

Matrix of determinant variables.

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