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allthe
2011 Sep 14
1
Strucchange generating breakpoints
Hi,
I am new to R. I am using strucchange to get the breakpoints in time series
dataset. So the problem I am facing is: I want to link the result generated
by the breakpoints to further analysis (for eg. generating volatility for
each group). The result is in following form:
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> res <- gbreakpoints(GDP.new ~ 1,data=a,h=2,breaks=6)
> res