multibreakeR

CRANmultibreakeRMaRDI QIDQ160254FDOQ160254

Tests for a Structural Change in Multivariate Time Series

Loic Marechal

Last update: 24 May 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.0

Cites work

• Testing For and Dating Common Breaks in Multivariate Time Series

This page was built for software: multibreakeR