breakdates

0th

Percentile

Breakdates Corresponding to Breakpoints

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

Keywords
regression
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

Aliases
  • breakdates
  • breakdates.breakpoints
  • breakdates.confint.breakpoints
Examples
# NOT RUN {
## 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)
# }
Documentation reproduced from package strucchange, version 1.5-1, License: GPL-2 | GPL-3

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