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.zeil...@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
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--
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/
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