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supf
2010 Jul 19
2
Help on R strucchange package
...number of breaks to make inference. To allow this BP have introduced two
tests of the null hypothesis of no structural break against an unknown
number of breaks given some upper bound M. These are called the double
maximum tests;
c) BP proposed a test for l versus l+1 breaks, labelled supFT
(l+1/ l). The method amounts to the application of (l+1) tests of the
null hypothesis of no structural change versus the alternative
hypothesis of a single change.
Questions:
1) I think it is possible to make a) and b) in the strucchange
package. In a) one would simply make call of Fs...