[R] Detecting Growth Trends

[Lorenzo Isella]

> Date: Tue, 31 Aug 2010 14:37:16 -0700 (PDT)
> From: rtist <patwarner2424 at yahoo.com>
> To: r-help at r-project.org
> Subject: Re: [R] Detecting Growth Trends
> Message-ID: <1283290636694-2402347.post at n4.nabble.com>
> Content-Type: text/plain; charset=us-ascii
>
>
> If the test rejects the null, then it has determined that the new set of
> incoming data is no longer purely oscillatory in the mean reverting sense
> (it is now unit root and exhibits growth).  Unless I misinterpreted, the OP
> wants to find a statistical method to determine such behavior beyond purely
> eyeballing the data stream.
> Since I assume the OP is also referring to a dynamic data stream, one could
> simply run the test with a sliding window and use the p result to determine
> if the regime is changing from mean reverting to growth.
>
> I'm not sure how an alternate form of regression fitting says anything about
> the question as I interpreted it (although, hopefully the poster can
> respond).
> --

Hi,
No intention of starting a flamewar and thanks for the many suggestions.
Indeed in my case I am not looking for a fit, but, as you nicely put it, 
for something a bit more on the quantitative side than eyeballing.
Many thanks

Lorenzo