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cusumq_tab

cusum squared confidence band

CALLING SEQUENCE

[s] = cusumsq_tab(nobs)

PARAMETERS

Input

* nobs = # of observations

 

Output

* s = (3 x 1) 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

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