similar to: Error message from vignette strucchange-intro example

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") #results in: # Score-based CUSUM

Hello R users: I'm trying now to apply the package strucchange to see whether there is a structural change in linear regression. I have noted the following problem that arises in my case with recursive-based CUSUM: generic function recresid() in efp() generates an error, since (probably) it cannot compute the inverse matrix of (X^(i-1)^T)*(X^(i-1)) at each step (i-1), because the matrix

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

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, ...)

Hello, I am looking for some help with this question: how could I test structural breaks in a instrumental variables´s model? For example, I was trying to do something with my model with three time series. tax_ivreg <- ivreg(l_y ~ l_x2 + l_x1+ dl_y | lag(l_x2, -1)+lag(l_x2, -2)+ lag(l_x1, -1)+lag(l_x1, -2)+lag(l_y, -1)+lag(l_y, -2), data=tax1) summary(tax_ivreg) ## after estimating it,

Dear R-help list members, I have the following question concerning the strucchange()-package: is it possible to get the boundaries for one-sided (upper / lower) CUSUM and MOSUM tests? Thank you in advance. Julia

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, since nobody answered to my first message, I try to explain my problem more clearly and more general this time: I have a data set in my R package "micEcon", which has many variables (82). Therefore, I would like to avoid to describe all variables in the "\format" section of the documentation (.Rd file). However, doing this lets "R CMD check" complain about

Hi All, I have some data where I am doing fairly simple calculations, nothing more than adding, subtracting, multiplying and dividing. I’m running into a problem when I divide one variable by another and when they’re both 0 I get NaN. I realize that if you divide a non-zero by 0 then you get Inf, which is, of course, correct. But in my case I never get Inf, just NaN because of the structure

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

I am interested in utilizing this so called "double hurdle" model in my study. We can write the model in the following way: if (z'a + u > 0 & x'b + e > 0) y = x'b + e, else y = 0 In the model, consumption y is the (left-) censored dependent variable. e and u are the normally distributed error terms. z'a is the participation equation and x'b is the

Dear all, S+Finmetrics has a number of very specilised functions. I am particularly interested in the estimation of cointegrated VARs (chapter 12 of Zivot and Wang). In this context the functions coint() and VECM() stand out. I looked at package "dse1", but found no comparable functionality. Are there any other packages you could point me to? In general, are there efforts for

I am trying to run a conintegration analysis. I am a former user of S-Plus and understand the output of the coint and VECM output, but I am having trouble understanding the equivalent output in R. Here is what I ran > coint=ca.jo(data,constant=T,K=2,spec="longrun") > summary(coint) The first portion of the output that I did not understand [,1] [,2] [,3] y1

Hi, has anybody an example of an Engel curve analysis in R or does there exist a package to estimate and plot Engel curves from expenditure / income data in R? Thanks a million for your hints, Werner

Dear All, I am economist and working on poverty / income inequality. I need descriptive statitics like the ratio of education expentitures between different income quintiles where each household has a different weight. After a bit of google search I found 'Hmisc' and 'quantreg' libraries for weighted quantiles. The problem is that these packages give me only weighted quintiles;

Hi, i try to plot my graph into different device using x11(), but when i do this comes up: > x11(print(plot(A5e$ECAB,A5e$EXPEND,type='p',main='Per capita expenditure > against economic + ability index without outliners',xlab='ECAB',ylab='EXPEND',xlim=c(0,150),ylim=c(150,400), + col='red',col.axis='blue'))) NULL Warning message:

Hello all, could anyone explain the exact meaning of parameter nproc? Why different values of nproc give so different critical values, i.e. meanL2BB$computeCritval(0.05,nproc=3) [1] 0.9984853 meanL2BB$computeCritval(0.05,nproc=1) [1] 0.4594827 The strucchange-package description gives "integer specifying for which number of processes Brownian motions should be simulated" - do I need

Hi, Problem: I have the ususal linear regression model y=Xb but I cant observe y (expenditure for a particular good) for some y <c where c is fixed for all observations. But I can observe the corresponding covariates x (incom). I used the survivla5 library (survreg(Surv(y,y<c,type="left")~x) for a censored regression model (thanks again for this tip). Is there a way to estimate

On Thu, 24 Oct 2024, Chris Rapier wrote: > Have people given thought to the private key encryption methods in light of > potential quantum attacks? While the recent paper about breaking 50bit RSA > doesn't pose a threat I've been thinking about future harvest now, decrypt > later attacks against CC20 and AES. Are there post quantum ciphers that can > effectively replace

Hi, I have a data.frame with 100 variables and I have assigned a "label", "units" and "category" attribute to each variable. I would like to reorder the variables in the data.frame by the "category" attributes but can't find a way. For example, the first variable is: > attributes(hh$aez) $levels [1] "coastal" "forest"