compile_model {mbreaks} | R Documentation |
Format output of n break model
Description
compile_model()
compiles the information of model
class object x
into three
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 andprewhit
option.- RS_tab
Table for estimated coefficients for
z
regressors with corrected standard errors based onrobust
,hetdat
,hetvar
options for errors andprewhit
option.- FS_tab
Table for estimated coefficients for
x
regressors with corrected standard errors based onrobust
,hetdat
, andhetvar
options for errors andprewhit
option.
Usage
compile_model(x, digits = 3)
Arguments
x |
the |
digits |
number of digits displayed in console. Default value is 3 |
Value
Formatted x
with the following appended 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 returnNULL
value instead of the list inValue
.If
x
is a pure structural break, the 'FS_tab' will returnNULL
inValue
.