BreakTest.path

BreakTest.path: NDArray[float64] | None

The statistic path, (T,) for the sup-Wald or (T - q,) for a CUSUM test.

For the sup-Wald, the Wald statistic at each candidate date, nan outside the trimmed window, so path[break_index] is the statistic. For a CUSUM test, the cumulated recursive residuals (scaled by their standard deviation) or the cumulated share of squared residuals, one entry per recursive residual. None on the companions. Kept out of the repr.