determinants.KPSS.N.breaks: Deterministic terms for KPSS.N.breaks

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

Deterministic terms for KPSS.N.breaks

Description

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

Usage

determinants.KPSS.N.breaks(
  model,
  n.obs,
  break.point,
  const = FALSE,
  trend = FALSE
)

Arguments

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.
n.obs	Number of observations.
break.point	Array of structural breaks.
const, trend	Include constant and trend if TRUE.

Details

model should be either a scalar or a vector of the same size as the break.point. If scalar model will be repeated till the length of break.point is achieved.

Value

Matrix of deterministic terms.

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