Displaying 6 results from an estimated 6 matches for "mosum".
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mosu
2010 Sep 27
1
One-sided CUSUM / MOSUM Tests?
Dear R-help list members,
I have the following question concerning the strucchange()-package: is
it possible to get the boundaries for one-sided (upper / lower) CUSUM
and MOSUM tests?
Thank you in advance.
Julia
2009 May 17
2
Chow test(1960)/Structural change test
...guess that I should compute fs statistics first (Fisher statistics) but I’m not sure about my guess. Moreover, in case my guess is true I do know how to do it although I have read the package documentation!
On the basis of this documentation I’m able to perform other structural change test (CUSUM, MOSUM…) but I’m particularly interested in the Chow (1960) test. So please is there someone who can help me in implementing it.
Many thanks in advance.
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2004 Aug 12
0
updated package strucchange 1.2-4
...linear regression relationships.
strucchange features tests/methods from the generalized
fluctuation test framework as well as from the F test (Chow
test) framework. This includes methods to fit, plot and
test fluctuation processes (e.g., CUSUM, MOSUM,
recursive/moving estimates) and F statistics, respectively.
It is possible to monitor incoming data online using
fluctuation processes.
Finally, the breakpoints in regression models with
structural changes can be estimated together w...
2004 Jul 16
1
strucchange: breakpoints in inequally spaced data
Hello,
we want to identify breakpoints (different phases) in environmental
data, algae cell counts of three years with intervals between 7 and 30
days (N=40). We found that
breakpoints(cells ~1)
works great and identifies 5 very good breaks, however we are uncertain
about these, because the data are unequally spaced. Is there a way to
include the information about the measurement intervals,
2004 Aug 12
0
updated package strucchange 1.2-4
...linear regression relationships.
strucchange features tests/methods from the generalized
fluctuation test framework as well as from the F test (Chow
test) framework. This includes methods to fit, plot and
test fluctuation processes (e.g., CUSUM, MOSUM,
recursive/moving estimates) and F statistics, respectively.
It is possible to monitor incoming data online using
fluctuation processes.
Finally, the breakpoints in regression models with
structural changes can be estimated together w...
2001 May 11
0
new package 'strucchange'
...e'
providing functions for testing on structural change in linear
regression relationships.
It features tests/methods from the generalized fluctuation test
framework as well as from the F test (Chow test) framework. This
includes methods to fit, plot and test fluctuation processes (e.g.,
CUSUM, MOSUM, recursive/moving estimates) and F statistics,
respectively. Furthermore it is possible to monitor incoming data
online.
It only works with the current development version of R (forthcoming
1.3.x).
Package: strucchange
Version: 0.9
Date: 2001-05-09
Title: Tests on Structural Change
Author: Achim...