Message-ID: <alpine.DEB.2.02.1112302214300.7712@paninaro.uibk.ac.at>
Date: 2011-12-30T21:15:26Z
From: Achim Zeileis
Subject: Break Points
In-Reply-To: <CAEgiBhgmP=hrs+wXek7s9E_T5Ecq7vnMgz60T1NFrypoiuvqAw@mail.gmail.com>
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
>
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> Ayanendu Sanyal
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> Institute for Social and Economic Change (ISEC)
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