Timeline for How to detect structural change in a timeseries
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Oct 15, 2011 at 6:26 | comment | added | Dail | however I have seen that 0.3 is used as level, so if the bcp return value above it, there is a strucutral change.No? | |
| Oct 14, 2011 at 14:57 | comment | added | Dikran Marsupial | sorry, I am a MATLAB rather than an R user, so I can't really advise on that. | |
| Oct 14, 2011 at 11:35 | comment | added | Dail | do you mean "bcp" function of the "bcp" library in R? Can I use this method with financial time series? Is it good for that? | |
| Oct 13, 2011 at 20:56 | history | answered | Dikran Marsupial | CC BY-SA 3.0 |