Re: [R] Is there any Time series change-point estimate in R?

About this list Date view Thread view Subject view Author view Attachment view

From: Achim Zeileis (zeileis@ci.tuwien.ac.at)
Date: Thu 03 Apr 2003 - 19:21:38 EST


Message-id: <200304030921.h339LcxL003498@thorin.ci.tuwien.ac.at>

On Tuesday 01 April 2003 18:56, Wang, Zhu wrote:

> Hello,
>
> I am looking for time series non-stationary test and change - point
> estimate. The pachage strucchange seems not serving my purpose.

This is both very vague. You might find a suitable test for
non-stationarity in tseries. And depending on what you mean by
changepoint, strucchange might be able to do what you want. The
function breakpoints() can estimate breakpoints in linear regression
models, which includes certain types of models for non-stationary time
series.
Z

> Thanks in advance.
>
> Zhu Wang
>
> Statistical Science Department
> SMU
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help

______________________________________________
R-help@stat.math.ethz.ch mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help


About this list Date view Thread view Subject view Author view Attachment view

This archive was generated by hypermail 2.1.3 : Tue 01 Jul 2003 - 09:11:40 EST