I'm currently writing my thesis and I'm a little stumped. I'm trying to identify structural breaks in the movement of reserve currencies. I'm not yet all that versed in the finer details of time ...
Reference for implementing generalized likelihood ratio test to determine online whether time-series mean has shifted
What is a reference that describes the "generalized likelihood ratio" test to determine online (i.e., meaning that we add an observation, then check, then add an observation, then check) whether the ...
Suppose we have sales of 3 products A, B and C which market share always sum up to 100%. How to model market share of product A using market shares of B and C? So that we will know that if share of A ...
I am using the package strucchange to analyze a monthly time series. I read it in as a zoo object. The series looks something like this: ...
Is there a specific method to detect change points(structural breaks) in a timeseries?(stocks prices) Thanks
Given that I have 4 banks (bank A, B, C and D) and the data (stock value) I have is from 1998 to present year. At the year 2002, Bank A acquired Bank C. At 2005, Bank A acquired Bank D. Until there ...