Thanks a lot. It was really helpful.

On Thu, Sep 15, 2011 at 12:19 PM, Achim Zeileis <Achim.Zeileis@uibk.ac.at>wrote:

> On Wed, 14 Sep 2011, R. Michael Weylandt wrote:
>
>  If by gbreakpoints, you simply mean breakpoints (I'm not familiar with the
>> package so this is an honest point of ambiguity from me),
>>
>
> It is really gbreakpoints() although it is not quite clear how this was
> accessed. gbreakpoints() is an unexported function from the "fxregime"
> package which is built on top of "strucchange". The reason is that the
> interface may change in the future and there is a function fxregimes() that
> is exported.
>
> In any case: There are extractor functions for objects returned by
> breakpoints() and fxregime() (and some even gbreakpoints()), most of which
> take an optional "breaks" argument, e.g., for looking at the 2-break
> solution
>
> ## estimated parameters
> coef(res, breaks = 2)
>
> ## estimated breakpoints on original time scale
> breakdates(res, breaks = 2)
>
> ## estimated breakpoints in numbers of observations
> breakpoints(res, breaks = 2)
> breakpoints(res, breaks = 2)$breakpoints
>
> As pointed out in the manual pages, many of these are documented in Zeileis
> A., Kleiber C., Kraemer W., Hornik K. (2003), Testing and Dating of
> Structural Changes in Practice, _Computational Statistics and Data
> Analysis_, *44*, 109-123. doi:10.1016/S0167-9473(03)**00030-6.
> But since 2003 even more functionality became available. See the examples
> sections for illustrations.
>
> hth,
> Z
>
>
>  the documentation
>> says the following:
>>
>> Value
>>
>> An object of class "breakpoints" is a list with the following elements:
>> breakpointsthe breakpoints of the optimal partition with the number of
>>
>> breaks specified (set to NA if the optimal 1-segment solution is
>> reported),
>> RSSthe associated RSS,nobsthe number of observations,nregthe number of
>> regressors,callthe function call,datatspthe time series properties tsp of
>>
>> the data, if any, c(1/nobs, 1, nobs)otherwise. This suggests that you can
>> access the breakpoints in one of three ways
>>
>> res$breakpoints or res[[1]] or res[["breakpoints"]]
>>
>> Though without data and a reproducible example I can't guarantee this is
>> what you are looking for. More generally, you should look at ?Extract to
>> see
>> how to get values from R objects. Whatever getting started with R material
>> you (should have) read probably dealt with this topic in the context of
>> the
>> lm() function, but the mechanics are the same for most everything.
>>
>> Hope this helps,
>>
>> Michael Weylandt
>>
>>
>> On Wed, Sep 14, 2011 at 4:16 AM, Vikram Bahure
>> <economics.vikram@gmail.com>**wrote:
>>
>>  Hi,
>>>
>>> I am new to R. I am using strucchange to get the breakpoints in time
>>> series
>>> dataset. So the problem I am facing is: I want to link the result
>>> generated
>>> by the breakpoints to further analysis (for eg. generating volatility for
>>> each group). The result is in following form:
>>>
>>> ------------------------------**---------
>>>
>>>> res <- gbreakpoints(GDP.new ~ 1,data=a,h=2,breaks=6)
>>>> res
>>>>
>>>
>>>    Optimal 7-segment partition for `lm' fit:
>>>
>>> Call:
>>> gbreakpoints(formula = GDP.new ~ 1, data = a, h = 2, breaks = 6)
>>>
>>> Breakpoints at observation number:
>>> 10 19 25 33 44 53
>>>
>>> Corresponding to breakdates:
>>> 1960 1969 1975 1983 1994 2003
>>> ------------------------------**---------
>>> It would be helpful if you can throw some light on how to access the data
>>> stored in the breakpoints result instead of manually accessing it.
>>>
>>> Regards
>>> Vikram Bahure
>>>
>>>       [[alternative HTML version deleted]]
>>>
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>>>
>>>
>>        [[alternative HTML version deleted]]
>>
>> ______________________________**________________
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>> PLEASE do read the posting guide http://www.R-project.org/**
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>> and provide commented, minimal, self-contained, reproducible code.
>>
>>

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