tsp.break.coef: Break points coefficients and t values

In espher1987/tseries.plot: Time Series Plot

Break points coefficients and t values

Description

Break points coefficients and t values

Usage

tsp.break.coef(
  data,
  breaks = NULL,
  model = c("trend", "const"),
  log = FALSE,
  plot = TRUE,
  mfcol = NULL,
  ...
)

Arguments

data	an object of class ts or as.ts() supported
breaks	numbers of maximum breaks to found
model	type of model to be used in breakpoints, trend (default) or const (for constant only)
log	log transformation used in data for log percent change
mfcol	vector of length 2 to define plot matrix
...	arguments passed to breakpoints

Details

Create a linear model to determinate structural breaks

Value

tibble object

Examples

library(vars)
data("Canada")
tsp.break.coef(Canada)

espher1987/tseries.plot documentation built on Nov. 2, 2022, 5:48 p.m.