Description Usage Arguments Details Value References See Also

Generic function for performing structural change tests.

1 |

`x` |
an object. |

`...` |
arguments passed to methods. |

`sctest`

is a generic function for performing/extracting structural
change tests based on various types of objects. The `strucchange`

package
provides various types of methods.

First, structural change tests based on
F statistics in linear regression models (`Fstats`

),
empirical fluctuation processes in linear regression models (`efp`

),
and generalized empirical fluctuation processes in parametric models (`gefp`

)
are available in the corresponding `sctest`

methods.

Second, convenience interfaces for carrying out structural change tests
in linear regression models and general parametric models are provided in
`sctest.formula`

and `sctest.default`

, respectively.

An object of class `"htest"`

containing:

`statistic` |
the test statistic, |

`p.value` |
the corresponding p value, |

`method` |
a character string with the method used, |

`data.name` |
a character string with the data name. |

Zeileis A., Leisch F., Hornik K., Kleiber C. (2002), `strucchange`

:
An R Package for Testing for Structural Change in Linear Regression Models,
*Journal of Statistical Software*, **7**(2), 1-38.
URL https://www.jstatsoft.org/v07/i02/.

Zeileis A. (2006), Implementing a Class of Structural Change Tests: An
Econometric Computing Approach. *Computational Statistics & Data Analysis*,
**50**, 2987–3008. doi:10.1016/j.csda.2005.07.001.

`sctest.formula`

, `sctest.default`

,
`sctest.Fstats`

, `sctest.efp`

, `sctest.gefp`

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