Displaying 6 results from an estimated 6 matches for "breakdat".
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breakday
2009 Jun 28
1
testing an ARFIMA model for structural breaks with unknown breakpoint
...But I understand that this example only test for a sudden change in the mean
of the series.
Anyway, I have another problem related to the example above mentioned. My
series is a "numeric" class (I only have one column with daily returns) an
therefore I get the following error related to breakdates:
> breakpoints(fs.x)
Optimal 2-segment partition:
Call:
breakpoints.Fstats(obj = fs.x)
Breakpoints at observation number:
2441
Corresponding to breakdates:
Error in if (format.times) breakdates <- format.time(breakdates,
obj$datatsp[3]) :
argument is of length zero
So,...
2011 Dec 30
3
Break Points
....formula(formula = x[["lnrpe"]] ~ x[["t"]])
Breakpoints at observation number:
m = 1 23
m = 2 23 33
m = 3 11 23 33
m = 4 11 23 33 40
m = 5 11 20 26 34 40
m = 6 8 14 20 26 34 40
Corresponding to breakdates:
m = 1 0.5
m = 2 0.5
m = 3 0.239130434782609 0.5...
2011 Sep 21
1
Strucchange gbreakpoints
...-----------------------------
> res <- gbreakpoints(GDP.new ~ 1,data=a,h=2,breaks=5)
> print(res)
Optimal 6-segment partition for `lm' fit:
Call:
gbreakpoints(formula = GDP.new ~ 1, data = a, h = 2, breaks = 5)
Breakpoints at observation number:
10 19 25 38 48
Corresponding to breakdates:
1960 1969 1975 1988 1998
--------------------------------------------------------------------------------------
I want to access the breakdates.
I can access the breakpoints by: res[[1]]
I wish to access breakpoints dates but still struggling. I hope get some
help.
Thanks in advance.
Regards...
2011 Sep 14
1
Strucchange generating breakpoints
...---------------------------------
> res <- gbreakpoints(GDP.new ~ 1,data=a,h=2,breaks=6)
> res
Optimal 7-segment partition for `lm' fit:
Call:
gbreakpoints(formula = GDP.new ~ 1, data = a, h = 2, breaks = 6)
Breakpoints at observation number:
10 19 25 33 44 53
Corresponding to breakdates:
1960 1969 1975 1983 1994 2003
---------------------------------------
It would be helpful if you can throw some light on how to access the data
stored in the breakpoints result instead of manually accessing it.
Regards
Vikram Bahure
[[alternative HTML version deleted]]
2009 Apr 22
3
Discover significant change in sorted vector
Hi,
suppose I have a simple sorted vector like this:
a <- c(2,3,3,5,6,8,8,9,15, 25, 34,36,36,38,41,43,44,44,46);
Is there a function in R, I can use to discover that from index 8 to
index 11 the values are changing significantly?
The function should return a value pointing to one of the indices 8,
9, 10 or 11. Any of them would be fine.
The difficulty is that there may be no big gap. I
2012 May 29
1
strucchange Fstats() example
...#TRYING to plot the 2 breakpoints:
lines(breakpoints(fs,breaks=2))
...only one breakpoint is plotted. When looking at the results from
> breakpoints(fs,breaks=2)
Optimal 2-segment partition:
Call: breakpoints.Fstats(obj = fs, breaks = 2)
Breakpoints at observation number:
46
Corresponding to breakdates:
1973(10)
We see that even though the F-statistics seem to show the existence of 2 breakpoints, only one is detected by the breakpoints() function. Does anyone know how this is possible? I'm totally new to strucchange so it might well be something obvious I'm missing here!
OTHER SIDE Q...