Mostrando recursos 1 - 3 de 3

  1. strucchange: An R Package for Testing for Structural Change in Linear Regression Models

    Kleiber, Christian; Hornik, Kurt; Leisch, Friedrich; Zeileis, Achim
    This paper reviews tests for structural change in linear regression models from the generalized fluctuation test framework as well as from the F test (Chow test) framework. It introduces a unified approach for implementing these tests and presents how these ideas have been realized in an R package called strucchange. Enhancing the standard significance test approach the package contains methods to fit, plot and test empirical fluctuation processes (like CUSUM, MOSUM and estimates-based processes) and to compute, plot and test sequences of F statistics with the supF, aveF and expF test. Thus, it makes powerful tools available to display information about structural changes in regression relationships and to...
    (application/pdf) - 18-oct-2016

  2. strucchange: An R Package for Testing for Structural Change in Linear Regression Models

    Kleiber, Christian; Hornik, Kurt; Leisch, Friedrich; Zeileis, Achim
    This paper reviews tests for structural change in linear regression models from the generalized fluctuation test framework as well as from the F test (Chow test) framework. It introduces a unified approach for implementing these tests and presents how these ideas have been realized in an R package called strucchange. Enhancing the standard significance test approach the package contains methods to fit, plot and test empirical fluctuation processes (like CUSUM, MOSUM and estimates-based processes) and to compute, plot and test sequences of F statistics with the supF, aveF and expF test. Thus, it makes powerful tools available to display information about structural changes in regression relationships and to...
    (application/pdf) - 25-feb-2017

  3. strucchange: An R Package for Testing for Structural Change in Linear Regression Models

    Kleiber, Christian; Hornik, Kurt; Leisch, Friedrich; Zeileis, Achim
    This paper reviews tests for structural change in linear regression models from the generalized fluctuation test framework as well as from the F test (Chow test) framework. It introduces a unified approach for implementing these tests and presents how these ideas have been realized in an R package called strucchange. Enhancing the standard significance test approach the package contains methods to fit, plot and test empirical fluctuation processes (like CUSUM, MOSUM and estimates-based processes) and to compute, plot and test sequences of F statistics with the supF, aveF and expF test. Thus, it makes powerful tools available to display information about structural changes in regression relationships and to...
    (application/pdf) - 28-feb-2017

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