search for: strucchange

hello R-world, according to the strucchange package .pdf, "all procedures in this package are concerned with testing or assessing deviations from stability in the classical linear regression model." i'd like to test/assess deviations from stability in the Poisson model. is there a way to modify the strucchange package to su...

HI i'm trying to detect breaks points in various flow time series, they all contains seasonality and trend my question is : i have to remove this seasonality and trend before apply the function breakpoints du package strucchange?? another question, the function breakpoints is similar to de Pettit tests ? or how does it realy works? THANKS!!!! DENISSE -- View this message in context: http://r.789695.n4.nabble.com/STRUCCHANGE-DETECTING-BREAKPOINTS-IN-A-TIME-SERIES-tp4633906.html Sent from the R help mailing list archive...

Can anyone please tell me how to get the r-squared output from a piecewise (segmented) regression using the strucchange package? Here is the R code I have tried thus far. library(lmtest) library(strucchange) data <- ts(c(rnorm(30), runif(30)), frequency = 12, start = c(2005, 01)) bpts <- breakpoints(data ~ 1) print(bpts) summary(bpts) coeftest(bpts) [[alternative HTML version deleted]]

Greetings, I'm complety new to "R" and have a question. I've read through a couple of manuals but I'm having a problem with getting something run properly. I'd like to attempt to use the "strucchange" package with some sample data however I'm having trouble understanding the proper syntax of the commands from which to do so. I basically want to take some data I have and run it through strucchange so as to be able to observe the plots. Any suggestions greatly appreciated. -- View th...

Greetings - Am hoping to use the strucchange package to look for structural breaks in some messy regression data. A series of preliminary analyses indicate that BLUE for these data will involve some weighting the data (estimates of a particular population parameter) by a function of the variance of the estimate (say, inverse of the varian...

When I run the code below on Macintosh and Windows, the plot comes out fine. However, on Linux, the png generated is invalid from R console, and loading strucchange crashes rkward. Is this a known issue on Linux and, if so, is there a workaround? Many thanks! require(strucchange) data("RealInt") bp.ri <- breakpoints(RealInt~1, h=15) summary(bp.ri) fac.ri <- breakfactor(bp.ri, breaks = 3, label='seg') fm.ri <- lm(RealInt~0 + fac.ri) s...

Hi Achim, I'd like to try to run the strucchange package on R. However, it seems that the package can only run on systems running Debian and not Windows XP. Is this true? Or is there a windows version? I downloaded the strucchange file but they seem to have the dot deb extension and seem to be designed to run with Debian. If there is a windo...

If I try the breakpoints() function (strucchange package) with a minimum segment size = the number of regressors, there appears the following error message: "minimum segment size must be greater than the number of regressors" According to the documentation: "breakpoints implements the algorithm described in Bai & Perron (2003)...

Hello, I am just studying the following example from vignette: strucchange-intro, contineousely ending up in an error. This is the given code: 1. library(strucchange) 2. data(USIncExp) 3. if (!"package:stats" %in% search()) library(ts) 4. USIncExp2 <- window(USIncExp, start = c(1985, 12)) A.Modelling: coint.res <- residuals(lm(expenditure ~ income,...

Hello, Im using strucchange package in R software in order to apply Bai and Peron (1998, 2003) structural break tests to a set of n=1671 observations with a constant term (no AR terms). For that purpose I have read several papers, for instance Validating Multiple Structural Change Models An Extended Case Study, in which...

I want to apply Nyblom-Hansen test with the strucchange package, but I don't know how is the correct way and what is the difference between the following two approaches (leeding to different results): data("longley") # 1. Approach: sctest(Employed ~ Year + GNP.deflator + GNP + Armed.Forces, data = longley, type = "Nyblom-Hansen&quo...

Dear useRs, the strucchange package for testing for structural change has been updated: the current version is 1.2-4. The most significant additions were two functions gefp() and efpFunctional(). gefp() implements a class of generalized M-fluctuation tests for testing for parameter instability or structural change in general...

Dear useRs, the strucchange package for testing for structural change has been updated: the current version is 1.2-4. The most significant additions were two functions gefp() and efpFunctional(). gefp() implements a class of generalized M-fluctuation tests for testing for parameter instability or structural change in general...

...n(x), comp = max), with meanL2BB, if I understood correctly: functional = list(comp = function(x) sum(x^2), time = mean). How can I write a functional supLM(from=..., to=...)? Thank you in advance. Julia -- View this message in context: http://r.789695.n4.nabble.com/efpFunctional-construction-strucchange-package-tp4023903p4023903.html Sent from the R help mailing list archive at Nabble.com.

I apologize in advance for probably missing something obvious, but if someone could point me in the right direction I'd be grateful. This NOTE is not unique to our package (I list a few others, below). Package bcp has several Suggests (strucchange, for example). Then in an Rd file, we have if (require(strucchange)) { # Doing some examples making use of strucchange } The CRAN check results reports the following NOTE: checking for unstated dependencies in examples ... NOTE 'library' or 'require' calls not declared from:...

Dear R-Team, Am I right supposing that the "breakpoints()" function in the strucchange package is an implementation of the pure structural change model proposed by Bai and Perron (1997, 2003)? My question relates to a partial structural change model that Bai and Perron formulate in their 2003 paper, e.g. formulated as y = x' beta + z' delta_j + epsilon, where beta and delt...

Hi, I am using the Strucchange package in R to test for structural change in regression coeffcient. Given a model y = b0 + b1*X + b2*Z, the Fstats test whether there is a change in both b1 and b2 over a time period. Is there any way where I can restrict the test to hold b2 constant and test for break in only b1? That is, inst...

Hi, does anybody know of a nice test to detect trend turning points in time series? Possibly with reference? Thanks, joerg

It's two days I try to answer to a mail of Achim Zeileis, the maintainer of strucchange package, using the mail address: zeileis at ci.tuwien.ac.at. I got the following error: ----- The following addresses had permanent fatal errors ----- <zeileis at ci.tuwien.ac.at> (reason: 550 5.7.1 <zeileis at ci.tuwien.ac.at>... Access denied) Can anyone tell me how to reach...

Hola! I am using package strucchange, and encounters the following: > bp <- breakpoints(diesel90 ~ regress -1, h=NULL) Error in La.chol2inv(x, size) : element (14, 14) is zero, so the inverse cannot be computed The obvious problems have been checked, that is, the model matrix is of full rank. What can be causing this? I c...