GNU R package for structural change regression estimation
DescriptionThis package functions for testing, dating and monitoring of structural change in linear regression relationships. The strucchange package features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.
Upload more screenshots
Please help extend the collection of screenshots. Just make a screenshot and upload it here. You don't need to register or anything.Upload a screenshot
Hint: upload an image here from your clipboard with Ctrl-V
Install this software package
If the package is available for the distribution you are currently using on your computer then install the software by clicking on…Install r-cran-strucchange