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Temel İspanyolca

2015-Mar-28 23:09 UTC

[R] multiple break in univariate series

DR. UWE LIGGES

I have sent turkish real Gdp data (1998-2013) in annex.
Turkey has lived two crises in this period, in 2001 and 2008. You can see
in data.
My problem is to indicate these dates any statistic test as a structural
change or point change.

Sincerely
Engin

2015-03-28 23:04 GMT+01:00 Uwe Ligges <ligges at
statistik.tu-dortmund.de>:
> -------- Forwarded Message --------
>>> Subject: [R] multiple break in univariate series
>>> Date: Sat, 28 Mar 2015 00:41:35 +0100
>>> From: Temel ?spanyolca <ispanyolcom at gmail.com>
>>> To: R-help at r-project.org
>>>
>>> Hello
>>> Any one knows multiple break test for univariate series ?
>>>
>>
>
> Which kind of breaks? shift?
>
> You may want to look for CUSUM or MOSUM tests or even permutation tests.
>
> Packages: strucchange, changepoint
>
> http://cran.r-project.org/web/packages/changepoint/index.html
>
> http://cran.r-project.org/web/packages/strucchange/index.html
>
> Best,
> Uwe Ligges
>
>
>
>
>  --
>>> *Thanks*
>>> Engin YILMAZ
>>>
>>>          [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more,
see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/
>>> posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>>>

-- 
*Sayg?lar?mla*
Engin YILMAZ

Bert Gunter

2015-Mar-29 01:56 UTC

head link

[R] multiple break in univariate series

Once you have looked at the data and chosen change points to test
based on the data, the tests for change points are invalid (unless you
make appropriate adjustments for post hoc tests).

And no, I am not making this up. Consult any competent statistician.

Cheers,
Bert





Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
Clifford Stoll




On Sat, Mar 28, 2015 at 5:52 PM, Uwe Ligges
<ligges at statistik.tu-dortmund.de> wrote:>
>
> On 29.03.2015 00:09, Temel ?spanyolca wrote:
>>
>>
>>     DR. UWE LIGGES
>>
>>
>> I have sent turkish real Gdp data (1998-2013) in annex.
>> Turkey has lived two crises in this period, in 2001 and 2008. You can
>> see in data.
>> My problem is to indicate these dates any statistic test as a
structural
>> change or point change.
>
>
> Have you tried CUSUM? Or some permutations test? You do not have muh data
> ....
>
> Best,
> Uwe Ligges
>
>
>
>>
>> Sincerely
>> Engin
>>
>> 2015-03-28 23:04 GMT+01:00 Uwe Ligges <ligges at
statistik.tu-dortmund.de
>> <mailto:ligges at statistik.tu-dortmund.de>>:
>>
>>             -------- Forwarded Message --------
>>             Subject: [R] multiple break in univariate series
>>             Date: Sat, 28 Mar 2015 00:41:35 +0100
>>             From: Temel ?spanyolca <ispanyolcom at gmail.com
>>             <mailto:ispanyolcom at gmail.com>>
>>             To: R-help at r-project.org <mailto:R-help at
r-project.org>
>>
>>             Hello
>>             Any one knows multiple break test for univariate series ?
>>
>>
>>
>>     Which kind of breaks? shift?
>>
>>     You may want to look for CUSUM or MOSUM tests or even permutation
>> tests.
>>
>>     Packages: strucchange, changepoint
>>
>>     http://cran.r-project.org/web/__packages/changepoint/index.__html
>>    
<http://cran.r-project.org/web/packages/changepoint/index.html>
>>
>>     http://cran.r-project.org/web/__packages/strucchange/index.__html
>>    
<http://cran.r-project.org/web/packages/strucchange/index.html>
>>
>>     Best,
>>     Uwe Ligges
>>
>>
>>
>>
>>             --
>>             *Thanks*
>>             Engin YILMAZ
>>
>>                       [[alternative HTML version deleted]]
>>
>>             ________________________________________________
>>             R-help at r-project.org <mailto:R-help at
r-project.org> mailing
>>             list -- To UNSUBSCRIBE and more, see
>>             https://stat.ethz.ch/mailman/__listinfo/r-help
>>             <https://stat.ethz.ch/mailman/listinfo/r-help>
>>             PLEASE do read the posting guide
>>             http://www.R-project.org/__posting-guide.html
>>             <http://www.R-project.org/posting-guide.html>
>>             and provide commented, minimal, self-contained,
reproducible
>>             code.
>>
>>
>>
>>
>>
>> --
>> *Sayg?lar?mla*
>> Engin YILMAZ
>
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

R help - Mar 2015 - multiple break in univariate series

[R] multiple break in univariate series

[R] multiple break in univariate series