Skip to content
This repository has been archived by the owner on Sep 21, 2023. It is now read-only.

Detecting structural breaks in time series data using statistical analysis and regression models in R.

License

Notifications You must be signed in to change notification settings

julzerinos/r-structural-breaks-with-ml

Repository files navigation

Detecting Structural Breaks with Statistical Analysis in R

In a nutshell

Structural breaks in time series data indicate changes in long-term statistical trends. These may be detected with the help of simple machine learning/data analysis models such as regression. We use R to create the model and detect structural breaks in national economic GDP time series data.

Key project files

  1. r-structural-breaks-with-ml.Rproj - rstudio project metadata.
  2. mlw_breakpoints.r - project source code.

The project report

The project results had been analyzed and described in the project report which you may read below or on Overleaf.

01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21