[R] multiple break in univariate series

[Uwe Ligges]

>> -------- Forwarded Message --------
>> Subject: [R] multiple break in univariate series
>> Date: Sat, 28 Mar 2015 00:41:35 +0100
>> From: Temel İspanyolca <ispanyolcom at gmail.com>
>> To: R-help at 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
>>
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