similar to: estimating Fstats in strucchange

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

Hi, I am a new user to R. I am using strucchange to generate breakpoints: -------------------------------------------------------------------------------------- > res <- gbreakpoints(GDP.new ~ 1,data=a,h=2,breaks=5) > print(res) Optimal 6-segment partition for `lm' fit: Call: gbreakpoints(formula = GDP.new ~ 1, data = a, h = 2, breaks = 5) Breakpoints at observation number:

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

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, data = USIncExp2))

Hello, I used the function Fstats (in the package strucchange) and would like to transform the F probability given by Fstats in P value. This transformation can be made while making a plot, but I need to have the numerical P value which are ploted... and I can't find out how to do. Here a is an exemple, to plot the P value. let's take data as a array fs <-fstats(data ~ 1, from = 4,

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, 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

Hi There. I have the following setup : Asterisk 1.2.4 , freePBX 2.0.1, spandsp-0.0.2pre24 My problem is as follows : If I set up a very simple extensions.conf. when I dial from a fax machine, it seems as if no fax is being recognised. If I answer the call, I can hear the fax machine beeping. extensions.conf :

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

Receiving a fax with 1.6.1: == Spawn extension (incoming-pstn-line, fax, 1) exited non-zero on 'DAHDI/4-1' -- Executing [fax at incoming-pstn-line:1] NoOp("DAHDI/4-1", "Fax Detected") in new stack -- Executing [fax at incoming-pstn-line:2] Goto("DAHDI/4-1", "incoming-fax,s,1") in new stack -- Goto (incoming-fax,s,1) --

Hi, I was wondering why the results from lm and dynlm are not the same for what I think is the same model. I have just modified example 4.2 from the Pfaff book, please see below for the code and results. Can anyone tell my what I am doing wrongly? Many thanks, Werner set.seed(123456) e1 <- rnorm(100) e2 <- rnorm(100) y1 <- ts(cumsum(e1)) y2 <- ts(0.6*y1 + e2) lr.reg <- lm(y2

Hi all, I have problem for receiving fax from multiple page fax that sent from fax machine (analog). The error is : WARNING T.30 Page did not end cleanly This is my dialplan [inboundfax] exten => s,1,NoOp(**** FAX RECEIVED from ${CALLERID(num)} ${STRFTIME(${EPOCH},,%c)} ****) exten => s,n,Set(FAXOPT(ecm)=yes) exten =>

hi folks. i recently upgraded asterisk to 1.6.1.17(from 1.2) and i'm having problems with fax. after receiving fax with the ReceiveFAX app. everything seems ok. the .tiff file was there, phone line seems to hang up. then asterisk will crash. any ideas? also i looked in the log file. this is what before it crashed: [Mar 8 12:12:12] WARNING[30115] app_fax.c: WARNING T.30 ECM carrier not found

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

I was wondering if anyone had some sample time series dgp code. I am particularly interested in examples of autoregressive processes and error correction model DGPs. I have attached a more specific example of what I mean. I have tried myself but would hoping someone had some more elegant code that would help me extend my own code. Thanks Luke Keele UNC-Chapel Hill Nuffield College, Oxford

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.

Hello all, When I used commands "ecm.mix and dabipf.mix" to do a simulation (sample size is small 100), I got an error : Steps of ECM, missing value where True/False needed. I've checked the menu, and the option "prior" of ecm.mix said that if structural zeros appear in the table, hyperparameters for those cells should be set to NA. However, it didn't say how to do

Hello, I need a hand in choosing a small ATA, even with one FXS port, that should do only fax with T38. I've tried Grandstream (ht286 model) but the faxes go out without ECM, even if the Fax machine has ECM enabled. Is there anyone that can recommend an ATA that might do the trick? Thanks, Alex -------------- next part -------------- An HTML

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, ...)