2

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:

        date            A            B
2 1979-01-07            0            7          
3 1979-01-14            0            4            
4 1979-01-21            0            5            
5 1979-01-28            0            19        
6 1979-02-04            0            20

I then run the command:

breakpoints(Conf ~1, breaks=2)

And in some cases, I get the answer:

     Optimal 1-segment partition: 

Call:
breakpoints.formula(formula = timeseriesMon_short[, 4] ~ 1, breaks = 2)

Breakpoints at observation number:
NA 

Corresponding to breakdates:
NA

Does this simply mean that no structural breaks were identified? I could not find an answer to this in the documentation of the package.

kjetil b halvorsen
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El M
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1 Answers1

6

Yes, that's what it means.

From the manual:

> value 
> An object of class "breakpoints" is a list with the following
> elements:
> 
> breakpoints the breakpoints of the optimal partition with the number
>             of breaks specified (set to NA if the optimal 1-segment solution is reported),
Momo
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