[R] trend turning points

[Ajay Shah]

  >> does anybody know of a nice test to detect trend turning points in
  >> time series? Possibly with reference?
  >
  >You can look at the function breakpoints() in the package strucchange
  >and the function segmented() in the package segmented which do
  >segmentation of (generalized) linear regression models. The former
  >tries to fit fully segmented regression models, the latter broken line
  >trends.  References are given on the respective help pages.
  >
  >A suitable test for a change in trend in linear regression models is
  >the OLS-based CUSUM test with a Cramer-von Mises functional of Kraemer
  >& Ploberger (1996, JoE) which is available via efp() in strucchange
  >and associated methods.

I have seen strucchange with great interest but somehow the
combination of the R and the statistics knowledge that is required to
access it feels like a bottleneck :-) Could someone perhaps write a
simple R program which illustrates the facilities and usage?

-- 
Ajay Shah                                                   Consultant
ajayshah at mayin.org                      Department of Economic Affairs
http://www.mayin.org/ajayshah           Ministry of Finance, New Delhi