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.
Sincerely Engin 2015-03-28 23:04 GMT+01:00 Uwe Ligges <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> >>> To: 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/strucchange/index.html > > Best, > Uwe Ligges > > > > > -- >>> *Thanks* >>> Engin YILMAZ >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> 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. >>> >>> >>> -- *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.
