Title

tc_bbc -- BBC (2004) unit root vs SETAR test

Syntax

tc_bbc varname [if] [in] [, m(#) trim(#) type(Wald|LM|LR)]

Description

Bec, Ben Salem & Carrasco (2004) unit-root null against a stationary
three-regime SETAR alternative. Defaults: AR lag m(1),
trim(0.10), type(Wald). Critical values from the tsDyn
R package.

Also see

Package overview | tc_adf | tc_pp | tc_setar | tc_kss