Name

cusumq_tab — cusum squared confidence band

CALLING SEQUENCE

[s] = cusumsq_tab(nobs)

PARAMETERS

Input

• nobs = # of observations

Output

• s = (3x1) vector of (1%, 5%,10%) confidence bounds

DESCRIPTION

Gives the 1%, 5% and 10% stat level of the cusum-squared statistics.

EXAMPLE


s=cusumsq_tab(100)
//  Gives the 1%, 5% and 10% stat level of the cusum-squared statistics for 100 observations
 

               

AUTHOR

Eric Dubois 2002