On 29.03.2015 00:09, Temel İspanyolca wrote:
DR. UWE LIGGES
I have sent turkish real Gdp data (1998-2013) in annex.
Turkey has lived two crises in this period, in 2001 and 2008. You can
see in data.
My problem is to indicate these dates any statistic test as a structural
change or point change.
Have you tried CUSUM? Or some permutations test? You do not have muh
data ....
Best,
Uwe Ligges
Sincerely
Engin
2015-03-28 23:04 GMT+01:00 Uwe Ligges <lig...@statistik.tu-dortmund.de
<mailto:lig...@statistik.tu-dortmund.de>>:
-------- Forwarded Message --------
Subject: [R] multiple break in univariate series
Date: Sat, 28 Mar 2015 00:41:35 +0100
From: Temel İspanyolca <ispanyol...@gmail.com
<mailto:ispanyol...@gmail.com>>
To: R-help@r-project.org <mailto:R-help@r-project.org>
Hello
Any one knows multiple break test for univariate series ?
Which kind of breaks? shift?
You may want to look for CUSUM or MOSUM tests or even permutation tests.
Packages: strucchange, changepoint
http://cran.r-project.org/web/__packages/changepoint/index.__html
<http://cran.r-project.org/web/packages/changepoint/index.html>
http://cran.r-project.org/web/__packages/strucchange/index.__html
<http://cran.r-project.org/web/packages/strucchange/index.html>
Best,
Uwe Ligges
--
*Thanks*
Engin YILMAZ
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Engin YILMAZ
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