[R] Fwd: Break Points

Ayanendu Sanyal ayanendu1 at gmail.com
Sat Dec 31 19:26:32 CET 2011


Respected Sir

The model I want to fit is logy= a + bt.... and then I want to do bai
perron test (2003) but i tried every command it didnt worked out

can you please tell me how to do it??? I know it is extremely
ridiculous to ask this question... But I shall be very much obliged if
you can help me
thanking you

Ayanendu

Ps please ignore the previous mail



On Sat, Dec 31, 2011 at 8:46 AM, Achim Zeileis <Achim.Zeileis at uibk.ac.at> wrote:
> 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
>>>>
>>>> --
>>>> 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/
>>>>
>>>
>>
>>
>>
>> --
>> 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/
>>
>



--
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/


-- 
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/


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