[R] Break Points

[Achim Zeileis]

On Sat, 31 Dec 2011, Ayanendu Sanyal wrote:

> Respected Sir
> Thank You for the ultra fast reply.... I changed the file and defined
> my data as time series and then ran 'strucchange'.... i have attached
> the lastsave1.txt file..... but the lines (ci.ayan) is not working....
> Is the work ok???? please confirm .... I am not so much familar with
> this test... This time it didnt gave any warning message.

Now you fit a different model to your data (just a constant) which does 
not seem to be very reasonable. You should use a regression model that 
makes sense for the data - at least within every segment.
hth,
Z

> Ayan
>
> On Sat, Dec 31, 2011 at 2:45 AM, Achim Zeileis <Achim.Zeileis at uibk.ac.at> wrote:
>> 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
>>
>>> Thanking You
>>> Ayanendu Sanyal
>>>
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>>
>
>
>
> -- 
> Please have a look at our new mission and contribute into it (cut and
> paste the link below in the address bar of your internet browser)
>
> http://thesocialscienceinformer.blogspot.com/
>
> Thanking you
>
> Ayanendu Sanyal
> PhD Scholar
> Institute for Social and Economic Change (ISEC)
> P.O- Nagarbhavi
> Bangalore-72
> State- Karnataka
> Country- India
> PIN- 560072
>
> www.isec.ac.in/phd.html
>
> http://ayanendusanyal.blogspot.com/
>