[R] Break Points

2012-01-02 Thread Ayanendu Sanyal
Respected Sir I fitted that model... lnrpe= a+bt and conducted sup F test since autocorelation is present in the data and AIC as you mentioned might not Is it OK... Since I am not well versed with time series econometrics can you please tell me if the work is now correct or not -- Please h

Re: [R] Break Points

2011-12-31 Thread Achim Zeileis
On Sat, 31 Dec 2011, Ayanendu Sanyal wrote: Respected Sir Thank You for the ultra fast reply I changed the file and defined my data as time series and then ran 'strucchange' i have attached the lastsave1.txt file. but the lines (ci.ayan) is not working Is the work ok please c

Re: [R] Break Points

2011-12-31 Thread Ayanendu Sanyal
Respected Sir Thank You for the ultra fast reply I changed the file and defined my data as time series and then ran 'strucchange' i have attached the lastsave1.txt file. but the lines (ci.ayan) is not working Is the work ok please confirm I am not so much familar with this

Re: [R] Break Points

2011-12-30 Thread Achim Zeileis
On Fri, 30 Dec 2011, Ayanendu Sanyal wrote: Respected Sir I tried the strucchange My data is attached. However I tried the attached commands (last save.txt) to perform Bai Perron 2003... I t worked well but in the end it is giving warning that overlapping confidence interval... I am not sure ho

[R] Break Points

2011-12-30 Thread Ayanendu Sanyal
Respected Sir I tried the strucchange My data is attached. However I tried the attached commands (last save.txt) to perform Bai Perron 2003... I t worked well but in the end it is giving warning that overlapping confidence interval... I am not sure how to proceed... Please Help Me Thanking You Aya