Once you have looked at the data and chosen change points to test based on the data, the tests for change points are invalid (unless you make appropriate adjustments for post hoc tests).
And no, I am not making this up. Consult any competent statistician. Cheers, Bert Bert Gunter Genentech Nonclinical Biostatistics (650) 467-7374 "Data is not information. Information is not knowledge. And knowledge is certainly not wisdom." Clifford Stoll On Sat, Mar 28, 2015 at 5:52 PM, Uwe Ligges <lig...@statistik.tu-dortmund.de> wrote: > > > 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 >> >> [[alternative HTML version deleted]] >> >> ________________________________________________ >> R-help@r-project.org <mailto:R-help@r-project.org> mailing >> list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/__listinfo/r-help >> <https://stat.ethz.ch/mailman/listinfo/r-help> >> PLEASE do read the posting guide >> http://www.R-project.org/__posting-guide.html >> <http://www.R-project.org/posting-guide.html> >> and provide commented, minimal, self-contained, reproducible >> code. >> >> >> >> >> >> -- >> *Saygılarımla* >> Engin YILMAZ > > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
