Respected Sir The model I want to fit is logy= a + bt.... and then I want to do bai perron test (2003) but i tried every command it didnt worked out
can you please tell me how to do it??? I know it is extremely ridiculous to ask this question... But I shall be very much obliged if you can help me thanking you Ayanendu Ps please ignore the previous mail On Sat, Dec 31, 2011 at 8:46 AM, Achim Zeileis <achim.zeil...@uibk.ac.at> wrote: > 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 >>>> >>>> -- >>>> 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/ >>>> >>> >> >> >> >> -- >> 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/ >> > -- 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/ -- 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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