Iâm using strucchange package in R software in order to apply Bai and
Peron (1998, 2003) structural break tests. This sequential procedure
includes: 1) Sup F test; 2) double maximum tests and 3) supFT (l+1/ l)
tests.
Could anyone help me to perform such tests in R, please?
Kind Regards,
João
"Confidencialidade: Esta mensagem (e eventuais ficheiros anexos) é destinada
exclusivamente às pessoas nela indicadas e tem natureza confidencial. Se
receber esta mensagem por engano, por favor contacte o remetente e elimine a
mensagem e ficheiros, sem tomar conhecimento do respectivo conteúdo e sem
reproduzi-la ou divulgá-la.
Confidentiality Warning: This e-mail message (and any attached files) is
confidential and is intended solely for the use of the individual or entity to
whom it is addressed. lf you are not the intended recipient of this message
please notify the sender and delete and destroy all copies immediately."
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
