>> -------- 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. >> >>
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
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