similar to: Strucchange generating breakpoints

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:

Is it possible to use some form of robust regression with the breakpoints routine so that it is less sensitive to outliers? --Rich Richard Kittler Advanced Micro Devices, Inc. Sunnyvale, CA

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 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 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,

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, 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'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:

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

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 delta

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

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

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

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.

There is a new package in the devel-section of CRAN called 'strucchange' 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

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 him?

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 suit my purposes, or should i use be using another

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 parametric models including generalized linear models (GLMs).

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 parametric models including generalized linear models (GLMs).