boundary

A generic function computing boundaries for structural change
tests

regression

Testing, monitoring and dating structural changes in (linear)
regression models. strucchange features tests/methods from
the generalized fluctuation test framework as well as from
the F test (Chow test) framework. This includes methods to
fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM,
recursive/moving estimates) and F statistics, respectively.
It is possible to monitor incoming data online using
fluctuation processes.
Finally, the breakpoints in regression models with structural
changes can be estimated together with confidence intervals.
Emphasis is always given to methods for visualizing the data.

Achim Zeileis

strucchange

Testing, Monitoring, and Dating Structural Changes

Friedrich Leisch

Kurt Hornik

Christian Kleiber

Bruce Hansen

Nikolaus Umlauf

boundary function

<dl> <dt>x</dt>
<dd>an object. Use <code><a href="/link/methods?package=strucchange&version=1.5-4" data-mini-rdoc="strucchange::methods">methods</a></code> to see which
 <code><a href="/link/class?package=strucchange&version=1.5-4" data-mini-rdoc="strucchange::class">class</a></code> has a method for boundary.</dd> <dt>...</dt>
<dd>additional arguments affecting the boundary.</dd></dl>

Arguments

Boundary Function for Structural Change Tests — boundary

<dl>

 <dt>x</dt>
<dd>an object. Use <code><a href='https://rdrr.io/r/utils/methods.html'>methods</a></code> to see which
 <code><a href='https://rdrr.io/r/base/class.html'>class</a></code> has a method for boundary.</dd>

 <dt>...</dt>
<dd>additional arguments affecting the boundary.</dd>

</dl>

boundary: Boundary Function for Structural Change Tests

Description

Usage

Value

Arguments

See Also