SupMZ: Detecting Structural Change with Heteroskedasticity

Muhammad Yaseen1, Sami Ullah1,2, and Gulfam Haider3
  1. Department of Mathematics and Statistics, University of Agriculture Faisalabad, Pakistan.
  2. College of Agriculutre, University of Sargodha, Pakistan.
  3. Fast School of Management, FAST National University of Computer and Emerging Sciences, Chiniot Faisalabad Campus, Pakistan.

develVersion

Project Status: WIP lifecycle Last-changedate Rdoc Analytics

Description

Calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity as given in Ahmed et al. (2017) (<DOI: 10.1080/03610926.2016.1235200>).

Installation

The package can be installed from CRAN as follows:

install.packages("SupMZ", dependencies = TRUE)

The development version can be installed from github as follows:

if (!require("remotes")) install.packages("remotes")
devtools::install_github("myaseen208/SupMZ")

Detailed tutorial

For a detailed tutorial (vignette) on how to used this package type:

browseVignettes(package = "SupMZ")

The vignette for the latest version is also available online.

What’s new

To know whats new in this version type:

news(package = "SupMZ")

Citing SupMZ

To cite the methods in the package use:

citation("SupMZ")

To cite the R package 'SupMZ' in publications use:

  Muhammad Yaseen, Sami Ullah, and Gulfam Haider (2020).  SupMZ:
  Detecting Structural Change with Heteroskedasticity.R package version
  0.3.0 ,
  https://myaseen208.github.io/SupMZ/https://cran.r-project.org/package=SupMZ.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {SupMZ: Detecting Structural Change with Heteroskedasticity},
    author = {{Muhammad Yaseen} and {Sami Ullah} and {Gulfam Haider}},
    year = {2020},
    note = {R package version 0.3.0},
    note = {https://myaseen208.github.io/SupMZ/ },
    note = {https://cran.r-project.org/package=SupMZ},
  }

This free and open-source software implements academic research by the
authors and co-workers. If you use it, please support the project by
citing the package.