On Mon, 19 Apr 2004 14:27:00 +0530 Ajay Shah wrote:
> >> does anybody know of a nice test to detect trend turning points
> >in> time series? Possibly with reference?
> >
> >You can look at the function breakpoints() in the package
> >strucchange and the function segmented() in the packag
>> does anybody know of a nice test to detect trend turning points in
>> time series? Possibly with reference?
>
>You can look at the function breakpoints() in the package strucchange
>and the function segmented() in the package segmented which do
>segmentation of (generalized) linear r
> >
> > does anybody know of a nice test to detect trend turning points in
> > time series? Possibly with reference?
>
> You can look at the function breakpoints() in the package strucchange
> and the function segmented() in the package segmented which do
> segmentation of (generalized) linear re
On 14 Apr 2004 at 19:24, Achim Zeileis wrote:
> On Wed, 14 Apr 2004 19:05:32 +0200 Joerg Schaber wrote:
>
> > Hi,
> >
> > does anybody know of a nice test to detect trend turning points in
> > time series? Possibly with reference?
>
> You can look at the function breakpoints() in the package st
On Wed, 14 Apr 2004 19:05:32 +0200 Joerg Schaber wrote:
> Hi,
>
> does anybody know of a nice test to detect trend turning points in
> time series? Possibly with reference?
You can look at the function breakpoints() in the package strucchange
and the function segmented() in the package segmented
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.
Marr
Hi,
does anybody know of a nice test to detect trend turning points in time
series? Possibly with reference?
Thanks,
joerg
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