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datats
2009 Jun 28
1
testing an ARFIMA model for structural breaks with unknown breakpoint
...fore 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, I added to my returns column a new column containing the Date and my
file to be imported looks like:
date return
9/22/1997 -0.890957263
9/23/1997 -1.505530482
9/24/1997 -4.234587983
9/25/1997 0.385007594
......................................