[R] multiple break in univariate series

[Temel İspanyolca]

DR. UWE LIGGES

I have sent turkish real Gdp data (1998-2013) in annex.
Turkey has lived two crises in this period, in 2001 and 2008. You can see
in data.
My problem is to indicate these dates any statistic test as a structural
change or point change.

Sincerely
Engin

2015-03-28 23:04 GMT+01:00 Uwe Ligges <ligges at statistik.tu-dortmund.de>:

> -------- Forwarded Message --------
>>> Subject: [R] multiple break in univariate series
>>> Date: Sat, 28 Mar 2015 00:41:35 +0100
>>> From: Temel İspanyolca <ispanyolcom at gmail.com>
>>> To: R-help at r-project.org
>>>
>>> Hello
>>> Any one knows multiple break test for univariate series ?
>>>
>>
>
> Which kind of breaks? shift?
>
> You may want to look for CUSUM or MOSUM tests or even permutation tests.
>
> Packages: strucchange, changepoint
>
> http://cran.r-project.org/web/packages/changepoint/index.html
>
> http://cran.r-project.org/web/packages/strucchange/index.html
>
> Best,
> Uwe Ligges
>
>
>
>
>  --
>>> *Thanks*
>>> Engin YILMAZ
>>>
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-- 
*Saygılarımla*
Engin YILMAZ