[R] Break Points

[Achim Zeileis]

On Fri, 30 Dec 2011, Ayanendu Sanyal wrote:

> Respected Sir
>
> I tried the strucchange
> My data is attached. However I tried the attached commands (last
> save.txt) to perform Bai Perron 2003... I t worked well but in the end
> it is giving warning that overlapping confidence interval... I am not
> sure how to proceed... Please Help Me

Overlapping confidence intervals typically indicate that too many 
breakpoints were selected and/or the model does not fit well. In your 
case, the BIC selection is probably not the best solution.

hth,
Z

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