similar to: strucchange | breakpoints - pure structural change model?

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) for simultaneous estimation of multiple

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 its aim is to replicate the results from Bai and Perron (2003) in R

Good morning to all, I am encountering a blocking issue when using the function 'breackpoints' from package 'strucchange'. *Context:* I use a data frame, 248 observations of 5 variables, no NA. I compute a linear model, as y~x1+...+x4 x4 is a dummy variable (0 or 1). I want to check this model for structural changes. *Process & issues:* *First, I used function Fstats.* It

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

Respected Sir I tried the strucchange My data is attached. However I tried the attached commands (last save.txt) to perform Bai Perron 2003... I t worked well but in the end it is giving warning that overlapping confidence interval... I am not sure how to proceed... Please Help Me Thanking You Ayanendu Sanyal -- Please have a look at our new mission and contribute into it (cut and paste the

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,

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:

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: --------------------------------------- > res <- gbreakpoints(GDP.new ~ 1,data=a,h=2,breaks=6) > res

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,

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 can send some data if that can be of help. Kjetil Halvorsen

Hi, I need to fit a piecewise linear regression. x = c(6.25,6.25,12.50,12.50,18.75,25.00,25.00,25.00,31.25,31.25,37.50,37.50,50.00,50.00,62.50,62.50,75.00,75.00,75.00,100.00,100.00) y = c(0.328,0.395,0.321,0.239,0.282,0.230,0.273,0.347,0.211,0.210,0.259,0.186,0.301,0.270,0.252,0.247,0.277,0.229,0.225,0.168,0.202) there are two change points. so the fitted curve should look like \ \ /\

Hi, I am trying to a strucutural change analysis on a certain data set. Attached here, with variable name "xcd" http://old.nabble.com/file/p26226190/xcd.rda xcd.rda Am using the following command: bp.inrz<-breakpoints(INR~SPX+WPI,data=xcd,h=26) But keep on getting this error whatever variables i put in on the x side as regressors: Error in chol2inv(qr.R(qr(X))) : element (3,

Hello everyone, I want to define a function that receives the name of two variables (may include Greek letters and subscripts) and uses them into the title of a plot. My best attempt is the following: myplot <- function(var1, var2) { v=paste(var1,"==1 & ",var2,"==2"); plot(1:10, main=parse(,,v)) } But when I call it with something like myplot("Q[i]",

Dear R users, I'm trying to use the "strucchange" package to determine structural breaks in an ARFIMA model. Unfortunately I'm not so familiar with this topic (and worse, I'm a beginner in R), so I don't know exactly how to specify my model so that the "Fstats","sctest" and "breakpoint" functions to recognize it and to calculate the

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, instead of a pure structural change, could I test for partial structural

Hi to all, I am trying to run breakpoints() on a fairly large sample (>10.000 observations). The process is very slow, any idea on how to speed this up? I have tried the hpc="foreach" parameter, but this didn't work at all when I tried to run it on a smaller sample. breakpoints(x ~ x.l1 + x.l2 + X.l3 + x.l4 + x.l5 + x.l6 + x.l7 + x.l8 + y.l1 + y.l2 + y.l3 + y.l4 + y.l5 + y.l6

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 variance). While I've gone through the docs for

Hi, i'm running CentOS 6.0 on my server and installed mrtg from the rpm-package mrtg-2.16.2 . I also installed the depending packages perl-IO-Socket-INET6 perl-Socket6 .... mrtg works fine with IPV4-Addresses. When i specify a Target by IPV6-Address (or hostname resolving to a V6-address) mrtg fails. Here i have a small sample-config for V4 which is working: LogDir: /tmp ThreshDir: /tmp

Hi, I have recently use the strucchange package in R with a single time series observation. I found it extremely useful in the testing of change points. Now, I am thinking of using the strucchange package with panel data (about 500 firms, with 73 monthly time series observations each). For each firm, I have to conduct the Fstats and breakpoints tests. Based on the test of each firm, I have to

Hi all, I'm not familiar with R programming and I'm trying to reproduce a result from a paper. Basically, I have a dataset which I would like to model in terms of successive increments, i.e. (y denote empirical values of y) y_1 = y1, y_2 = y1 + delta1, y_3 = y1 + delta1 + delta2. ... y_m = y1 + sum_2^m delta j where delta_j donote successive increments in the y-values, i.e. delta