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