compile_seqtests {mbreaks}

Compile the output of sequential Sup Wald test

Description

compile_seqtests formats the output of the seqtests class object to 1 table

• sfl table containing sequential sup F tests statistics of l versus l+1 for l in 1 to m breaks with critical values of the corresponding tests at ⁠{1%, 2.5%, 5%, 10%}⁠ significance levels

Usage

compile_seqtests(x)

Arguments

x

seqtests class object

Value

class seqtests list x with appended data frame sfl containing the sequential SupF test statistics with critical values at ⁠{10%,5%,2.5%,1%}⁠ level