If I try the breakpoints() function (strucchange package) with a minimum segment size = the number of regressors, there appears the following error message: "minimum segment size must be greater than the number of regressors"
According to the documentation: "breakpoints implements the algorithm described in Bai & Perron (2003) for simultaneous estimation of multiple breakpoints." Bai & Perron (2003) assumed: minimum segment size >= number of regressors (and not >). What is the reason for this deviation? -- View this message in context: http://r.789695.n4.nabble.com/strucchange-breakpoints-Bai-and-Perron-1998-2003-tp4422361p4422361.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
