Estimation and Inference for Structural Breaks in Linear Regression Models

Documentation for package ‘mbreaks’ version 1.0.0

compile_model	Format output of n break model
compile_sbtests	Compile the output of Sup Wald test
compile_seqtests	Compile the output of sequential Sup Wald test
correct	Heteroskedasticy and autocorrelation consistency correction for residuals
dating	Computation of global minimizer for pure structural change model
diag_par	Diagonal partition given break dates
dofix	Estimate a model with pre-specified number of breaks
doglob	Global SSR minimizer for structural change model
doorder	Estimating number of breaks via information criterion
dorepart	Estimating number of breaks using repartition procedure
doseqtests	Sequential Sup F tests
dosequa	Estimating number of breaks using sequential tests
dotest	SupF, UDMax & WDMax testing procedure
estim	Structural change model estimation
interval	Estimatd break confidence interval
mdl	Comprehensive structural change estimation and testing
nkpc	New Keynesian Phillips curve data
nldat	Computation of global minimizer for partial structural change model
pftest	SupF test for 0 vs i breaks
plambda	Construct diagonal matrix according to break date
plot_model	Plot structural change model
print.mdl	Print information of 'mbreaks' comprehensive procedure
print.model	Summary output of a structural breaks 'model'
print.sbtests	Print Sup F and UDMax tests
print.seqtests	Print sequential SupF tests
psigmq	Construct diagonal matrix of estimated variance
real	World Health Organization TB data
spflp1	SupF(l+1\|l) test