breakdates: Breakdates Corresponding to Breakpoints

In strucchangeRcpp: Testing, Monitoring, and Dating Structural Changes: C++ Version

Description

A generic function for computing the breakdates corresponding to breakpoints (and their confidence intervals).

Usage

breakdates(obj, format.times = FALSE, ...)

Arguments

obj	An object of class "breakpoints", "breakpointsfull" or their confidence intervals as returned by confint.
format.times	logical. If set to TRUE a vector of strings with the formatted breakdates. See details for more information.
...	currently not used.

Details

Breakpoints are the number of observations that are the last in one segment and breakdates are the corresponding points on the underlying time scale. The breakdates can be formatted which enhances readability in particular for quarterly or monthly time series. For example the breakdate 2002.75 of a monthly time series will be formatted to "2002(10)".

Value

A vector or matrix containing the breakdates.

See Also

breakpoints, confint

Examples

## Nile data with one breakpoint: the annual flows drop in 1898
## because the first Ashwan dam was built
data("Nile")
plot(Nile)

bp.nile <- breakpoints(Nile ~ 1)
summary(bp.nile)
plot(bp.nile)

## compute breakdates corresponding to the
## breakpoints of minimum BIC segmentation
breakdates(bp.nile)

## confidence intervals
ci.nile <- confint(bp.nile)
breakdates(ci.nile)
ci.nile

plot(Nile)
lines(ci.nile)

strucchangeRcpp documentation built on Nov. 26, 2021, 5:28 p.m.