Structural break in models with AR1 error

Hi everyone,

I'm trying to find a function on R to run a structural break test in a model linear with AR1 error. Anyone knows how could I implement that?

Thank you.

Follow this page

or use this package:

formula is really basic:
chow.test(x, SB, nboot = 500, start = NULL, end = NULL, frequency = NULL, format = NULL, dateVector = NULL)


Thanks for your reply.

I have tried to use functions of the strucchange package but they do not work in models with autoregressive error term (using the ARIMA function). Regarding the chow test, it is not valid for models with autocorrelated erros.

I don't know your model and its data. I'm sorry to not help you

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