similar to: Function Fstats and p value

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

Dear all, I'm trying to understand how the strucchange package is working and I have been looking at the examples given for the Fstats() function. The first example (Nile), shows one peak in the F-stats and one breakpoint is estimated, that can be plotted using the following code ## Nile data with one breakpoint: the annual flows drop in 1898 ## because the first Ashwan dam was built

Hi, I am new to R. It would be kind if I could get some help on this. I am using R to estimate Fstats but I am getting following error. a3 is annual GDP data from 1951 to 2010. > fs<- Fstats(ecm.model, from=1954, to = 1975,data=a3) Error in Fstats(ecm.model, from = 1954, to = 1975, data = a3) : inadmissable change points: 'from' is larger than 'to' In addition: Warning

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

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

Good morning, we recently observed a problem with importing S3 generics from a foreign package (without namespace), defining a S3 method in a package _with_ namespace and the `cleanEx()' function which is automatically generated and executed before examples are run by R CMD check. To be more precise. Package `strucchange' defines a S3 generic sctest <- function(x, ...)

Hi there, I am stuck trying to solve what should be a fairly easy problem. I have a data frame that essentially consists of (ID, time as seqMonth, variable, value) and i want to find the regression coefficient of value vs time for each combination of ID and Variable. I have tried several approaches and none of them seems to work as i expected. For example, i have tried:

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,   A question on something which normally should be easy !   I perform a linear regression using lm function:   > reg1 <- lm (a b+c+d, data = database1)   Then I try to perform the Chow (1960) test (structural change test) on my regression. I know the breakpoint date. I try the following code like it is described in the “Examples” section of the “strucchange” package :   > sctest(reg1,

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

Hello, Thank you very much for looking at this. I have a "seasonal" user for R. I teach my undergrads and graduates students statistics using R and often find myself trying to solve problems to process student collected data in an efficient way. In this case, I have a data.frame with multiple observations. These are gas concentrations in a chamber and are used to measure into rates,

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

Thanks for your help with me about the way to access type and size of Value. But, I want also know the interface for me to access the type or size of virtual registers in the SSA form. 1. I find no way to associate the virtual registers with the Value class. 2. I also tried to get the size of register nReg by: TargetRegisterClass::getSize(), where the TargetRegisterClass object is obtained by

how to add value on the bar ploted by barplot()? and the axis label is too big, anyone know how to change their font , thanks -- Xiaogang Yang Sensorweb Research Laboratory http://sensorweb.vancouver.wsu.edu/ Washington State University Vancouver [[alternative HTML version deleted]]

Hi, I am trying to run the following nonlinear regression model. > nreg <- nls(y ~ exp(-b*x), data = mydf, start = list(b = 0), alg = "default", trace = TRUE) OUTPUT: 24619327 : 0 24593178 : 0.0001166910 24555219 : 0.0005019005 24521810 : 0.001341571 24500774 : 0.002705402 24490713 : 0.004401078 24486658 : 0.00607728 24485115 : 0.007484372

On 1/27/11 3:23 AM, Qingan Li wrote: > Hi, > > I wonder if there is an interface for me to access the type or size of > virtual registers in the SSA form? > I have scanned the MachineOperand in CodeGen part, and failed to find > this kind of info for virtual registers. The getType() method of Value * will return the LLVM type. The TargetData class will provide information on

Hi, I wonder if there is an interface for me to access the type or size of virtual registers in the SSA form? I have scanned the MachineOperand in CodeGen part, and failed to find this kind of info for virtual registers. -- Best regards, Li Qingan -------------- next part -------------- An HTML attachment was scrubbed... URL:

On 1/28/11 8:14 AM, Qingan Li wrote: > Thanks for your help with me about the way to access type and size of > Value. > But, I want also know the interface for me to access the type or size > of virtual registers in the SSA form. > 1. I find no way to associate the virtual registers with the Value class. In the in-memory LLVM IR, all of the SSA values are C++ objects derived

Using the following code: library(strucchange) load(file="y.rda") ar1<-formula(y~lag(y,k=-1)) plot(Fstats(ar1)) (where the the data file can be downloaded from www.ne.su.se/~mlu/downloads/y.rda) I have a problem replicating identical plots on different implementations of R for different operating systems; I get completely different results under Debian Linux compared to Windows XP.