Structural Breaks in a System of Equations


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Documentation for package ‘sysbreak’ version 1.1.0

Help Pages

brtype Methods to Examine What Changes at Each Break Date
coef.sysbreak Methods for Displaying Structural-Break Fits
confint.sysbreak Methods for Displaying Structural-Break Fits
data1 GAUSS/MATLAB Example Data 1
data2 GAUSS/MATLAB Example Data 2
dynobreak Diebold-Yilmaz Spillover Measures Without Breaks
dyspill Diebold-Yilmaz Generalized Spillover Measures
fitted.sysbreak Methods for Displaying Structural-Break Fits
housing U.S. House Prices and the Macroeconomy
inflation International Inflation
netbreak Structural Breaks in a network VAR
netsim Simulated Network VAR
nobs.sysbreak Methods for Displaying Structural-Break Fits
ordbreak Ordered Structural Breaks in a System of Equations
ordcheck Coefficient Layout of an Ordered-Break Specification
plot.sysbreak Plot a Structural-Break Fit
print.summary.sysbreak Summarize a Structural-Break Fit
residuals.sysbreak Methods for Displaying Structural-Break Fits
summary.sysbreak Summarize a Structural-Break Fit
sysbreak Structural Breaks in a System of Equations
sysbreak-methods Methods for Displaying Structural-Break Fits
varbreak Structural Breaks in a VAR
vcov.sysbreak Methods for Displaying Structural-Break Fits