andrews_test {CPAT} | R Documentation |

## Univariate Andrews Test for End-of-Sample Structural Change

### Description

This implements Andrews' test for end-of-sample change, as described by Andrews (2003). This test was derived for detecting a change in univariate data. See (Andrews 2003) for a description of the test.

### Usage

```
andrews_test(x, M, pval = TRUE, stat = TRUE)
```

### Arguments

`x` |
Vector of the data to test |

`M` |
Numeric index of the location of the first potential change point |

`pval` |
If |

`stat` |
If |

### Value

If both `pval`

and `stat`

are `TRUE`

, a list
containing both; otherwise, a number for one or the other, depending
on which is `TRUE`

### References

Andrews DWK (2003).
“End-of-Sample Instability Tests.”
*Econometrica*, **71**(6), 1661–1694.
ISSN 00129682, 14680262, https://www.jstor.org/stable/1555535.

### Examples

```
CPAT:::andrews_test(rnorm(1000), M = 900)
```

[Package

*CPAT*version 0.1.0 Index]