Break Points
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/