compile_model {mbreaks}

Format output of n break model

Description

compile_model() compiles the information of model class object x into 3 main tables:

• date_tab Table for estimated break date in the model with 90% and 95% confidence intervals based on robust,hetomega, hetq options for errors and prewhit option

• RS_tab Table for estimated coefficients for z regressors with corrected standard errors based on robust,hetdat,hetvar options for errors and prewhit option

• FS_tab Table for estimated coefficients for x regressors with corrected standard errors based on robust,hetdat,hetvar options for errors and prewhit option

Usage

compile_model(x, digits = 3)

Arguments

x

the model class to format

digits

number of digits displayed in console. Default value is 3

Value

x The input list of model class contains the following tables:

• date_tab A data frame storing the break date estimated by the model, and their corresponding confidence intervals

• RS_tab A data frame storing the estimated coefficients which allowed to change across regimes with corrected standard errors

• FS_tab A data frame storing the estimated coefficients which is constant across regimes with corrected standard errors

Note

• If x returns 0 number of estimated break, the function will return NULL value instead of the list in Value.

• If x is a pure structural break, the FS_tab will return NULL in Value