Is there any Time series change-point estimate in R?

Thanks.
I am currentlly investigating the package strucchange.
My interested change-point is the covariance structure change. Can
strucchange do that?

Does strucchange consider Box-Jenkins model?

Zhu Wang

Statistical Science Department
SMU

	-----Original Message-----
	From: Achim Zeileis [mailto:zeileis at ci.tuwien.ac.at]
	Sent: Thu 4/3/2003 3:21 AM
	To: Wang, Zhu; r-help at stat.math.ethz.ch
	Cc:
	Subject: Re: [R] Is there any Time series change-point estimate in
R?

	On Tuesday 01 April 2003 18:56, Wang, Zhu wrote:

	> Hello,
	>
	> I am looking for time series non-stationary test and change -
	> point estimate. The pachage strucchange seems not serving my
	> purpose.

	This is both very vague. You might find a suitable test for
	non-stationarity in tseries. And depending on what you mean by
	changepoint, strucchange might be able to do what you want. The
	function breakpoints() can estimate breakpoints in linear
regression models, which includes certain types of models for
non-stationary time series.
	Z

	> Thanks in advance.
	>
	> Zhu Wang
	>
	> Statistical Science Department
	> SMU
	>
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