[R] multiple break in univariate series

[Uwe Ligges]

On 29.03.2015 00:09, Temel İspanyolca wrote:
>
>     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.

Have you tried CUSUM? Or some permutations test? You do not have muh 
data ....

Best,
Uwe Ligges



>
> Sincerely
> Engin
>
> 2015-03-28 23:04 GMT+01:00 Uwe Ligges <ligges at statistik.tu-dortmund.de
> <mailto: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
>             <mailto:ispanyolcom at gmail.com>>
>             To: R-help at r-project.org <mailto: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/changepoint/index.html>
>
>     http://cran.r-project.org/web/__packages/strucchange/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