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addRegime

addRegime test

Description

addRegime test

Usage

addRegime(object, ...)

Arguments

object

fitted model object with at least 2 regimes
...

arguments to and from other methods

Value

A list containing the p-value of the F statistic and a boolean, true if there is some remaining nonlinearity and false otherwise.

Author(s)

J. L. Aznarte

References

TODO

See Also

Examples

##TODO
tsDyn

Nonlinear Time Series Models with Regime Switching

v10-1.2
GPL (>= 2)
Authors
Antonio Fabio Di Narzo [aut], Jose Luis Aznarte [ctb], Matthieu Stigler [aut], Ho Tsung-wu [cre]
Initial release
2020-02-04

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