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strucchange  

Testing, Monitoring, and Dating Structural Changes
View on CRAN: Click here


Download and install strucchange package within the R console
Install from CRAN:
install.packages("strucchange")

Install from Github:
library("remotes")
install_github("cran/strucchange")

Install by package version:
library("remotes")
install_version("strucchange", "1.5-4")



Attach the package and use:
library("strucchange")
Maintained by
Achim Zeileis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2001-05-17
Latest Update: 2022-06-15
Description:
Testing, monitoring and dating structural changes in (linear) regression models. strucchange 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.
How to cite:
Achim Zeileis (2001). strucchange: Testing, Monitoring, and Dating Structural Changes. R package version 1.5-4, https://cran.r-project.org/web/packages/strucchange. Accessed 16 Mar. 2025.
Previous versions and publish date:
0.9-1 (2001-05-17 17:20), 0.9-2 (2001-06-28 12:09), 0.9-3 (2001-07-17 14:10), 0.9-4 (2001-12-19 17:40), 0.9-5 (2001-12-20 13:23), 0.9-6 (2002-05-10 15:34), 1.0-0 (2002-10-28 14:35), 1.0-1 (2003-01-22 23:47), 1.0-2 (2003-02-19 22:21), 1.1-0 (2003-07-18 17:14), 1.1-1 (2003-11-24 01:01), 1.1-2 (2004-01-06 14:18), 1.2-1 (2004-02-20 17:24), 1.2-2 (2004-02-25 15:09), 1.2-3 (2004-06-24 08:39), 1.2-4 (2004-08-11 23:26), 1.2-5 (2004-09-29 13:54), 1.2-6 (2004-11-03 14:31), 1.2-7 (2004-11-09 09:25), 1.2-8 (2005-01-21 17:21), 1.2-9 (2005-04-06 15:55), 1.2-10 (2005-04-27 10:37), 1.2-11 (2005-09-08 14:30), 1.2-12 (2006-01-19 13:46), 1.2-13 (2006-05-24 00:44), 1.3-0 (2006-08-12 01:09), 1.3-1 (2006-10-03 12:36), 1.3-2 (2007-04-14 00:26), 1.3-3 (2008-04-23 17:12), 1.3-4 (2008-10-04 13:40), 1.3-5 (2008-12-09 16:13), 1.3-6 (2009-02-05 16:09), 1.3-7 (2009-02-17 13:52), 1.4-0 (2010-02-16 13:16), 1.4-1 (2010-07-28 01:38), 1.4-2 (2010-10-08 19:04), 1.4-3 (2010-12-14 10:52), 1.4-4 (2011-05-13 19:13), 1.4-5 (2011-07-25 22:49), 1.4-6 (2011-08-11 15:21), 1.4-7 (2012-05-31 09:12), 1.5-0 (2013-10-29 01:44), 1.5-1 (2015-06-06 13:03), 1.5-2 (2019-10-12 20:35), 1.5-3 (2022-06-15 08:50)
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