Dear Joerg, See http://www.brodgar.com/timeseries.htm
and especially: http://www.brodgar.com/chronoexample.htm http://www.brodgar.com/chronoexample2.htm for methodology and examples of detecting breakpoints in multivariate time series. Kind regards, Alain Zuur www.brodgar.com www.highstat.com ---------------------------- Message: 36 Date: Wed, 14 Apr 2004 19:05:32 +0200 From: Joerg Schaber <[EMAIL PROTECTED]> Subject: [R] trend turning points To: r-help <[EMAIL PROTECTED]> Message-ID: <[EMAIL PROTECTED]> Content-Type: text/plain; charset=us-ascii; format=flowed Hi, does anybody know of a nice test to detect trend turning points in time series? Possibly with reference? Thanks, joerg ------------------------------ Message: 37 Date: Wed, 14 Apr 2004 13:13:11 -0400 From: "Liaw, Andy" <[EMAIL PROTECTED]> Subject: RE: [R] trend turning points To: "'Joerg Schaber'" <[EMAIL PROTECTED]>, r-help <[EMAIL PROTECTED]> Message-ID: <[EMAIL PROTECTED]> Content-Type: text/plain I don't know about time series data, but if the "errors" are independent (and preferably constant variance), wouldn't this amounts to estimating zeroes in the first derivative of the trend? I believe several packages for smoothing (e.g., KernSmooth and locfit) can estimate derivatives. J. S. Marron's SiZer actually tests for significance of the zeroes, but that has not been implemented in R, AFAIK. Marron's web site has Matlab code for it. Andy > From: Joerg Schaber > > Hi, > > does anybody know of a nice test to detect trend turning > points in time > series? Possibly with reference? > Thanks, > > joerg > --------------------- Dr Alain Zuur Highland Statistics Ltd. www.highstat.com www.brodgar.com ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
