Avi
Avi

Reputation: 2283

No fitted model line for time series segments

I use the following time series:

Lines <- "D1,Value
1,20/11/2014 16:00,0.01
2,20/11/2014 17:00,0.01  
3,20/11/2014 19:00,0.01  
4,20/11/2014 22:00,0.20  
5,20/11/2014 23:00,0.03"

library (zoo)
library (strucchange)

z <- read.zoo(text = Lines, tz = "", format = "%d/%m/%Y %H:%M", sep = ",")

bp <- breakpoints(z ~ 1, h = 2)

plot(z)
abline(v = time(z)[bp$breakpoints])

I would like to add to the graph for each segment the fitted model and in addition to create a dataframe that has the intercept and the slope of the fitted model. For the fitted model per segment graph I tried to use the following:

lines(z, fitted(bp, breaks = 1), col = 2, lwd = 2)

but there is no line. For the dataframe I tried to use:

coef(bp, breaks = 1)

However, I need the slope as well.

Upvotes: 2

Views: 75

Answers (1)

G. Grothendieck
G. Grothendieck

Reputation: 269694

It seems that breakpoints returns a "ts" object even if the input is zoo so try this:

fit <- zoo(fitted(bp), time(z))
lines(fit, col = "blue", lty = 2, lwd = 2)

enter image description here

Upvotes: 3

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