Re: [R] Help on R strucchange package

On Mon, 19 Jul 2010, João Boavida wrote: I???m using strucchange package in R software in order to apply Bai and Peron (1998, 2003) structural break tests. This sequential procedure includes: 1) Sup F test; 2) double maximum tests and 3) supFT (l+1/ l) tests. Thanks for your interest, but you

[R] Help on R strucchange package

I’m using strucchange package in R software in order to apply Bai and Peron (1998, 2003) structural break tests. This sequential procedure includes: 1) Sup F test; 2) double maximum tests and 3) supFT (l+1/ l) tests. Could anyone help me to perform such tests in R, please? Kind Regards,

[R] Help on R strucchange package

Hello, I’m using strucchange package in R software in order to apply Bai and Peron (1998, 2003) structural break tests to a set of n=1671 observations with a constant term (no AR terms). For that purpose I have read several papers, for instance “Validating Multiple Structural Change Mod