determinants.KPSS.2.breaks: Construct determinant variables for KPSS.2.breaks

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

Construct determinant variables for KPSS.2.breaks

Description

Construct determinant variables for KPSS.2.breaks

Usage

determinants.KPSS.2.breaks(model, n.obs, break.point)

Arguments

model	A scalar equal to 1: for the AA (without trend) model, 2: for the AA (with trend) model, 3: for the BB model, 4: for the CC model, 5: for the AC-CA model, 6: for the AC-CA model, 7: for the AC-CA model.
n.obs	Number of observations.
break.point	Positions for the first and second structural breaks (respective to the origin which is 1).

Details

Procedure to compute deterministic terms for KPSS with 2 structural breaks.

Value

Matrix of deterministic terms.

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