[R] Is there any Time series change-point estimate in R?

Achim Zeileis zeileis at ci.tuwien.ac.at
Thu Apr 3 11:21:38 CEST 2003

On Tuesday 01 April 2003 18:56, Wang, Zhu wrote:

> Hello,
> I am looking for time series non-stationary test and change - point
> estimate. The pachage strucchange seems not serving my purpose.

This is both very vague. You might find a suitable test for 
non-stationarity in tseries. And depending on what you mean by 
changepoint, strucchange might be able to do what you want. The 
function breakpoints() can estimate breakpoints in linear regression 
models, which includes certain types of models for non-stationary time 

> Thanks in advance.
> Zhu Wang
> Statistical Science Department
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