data {ICSS}

Sample data for Inclan/Tiao (1994)

Description

Generated random data (n=700) with following the scheme in Inclan/Tiao (1994):

• [1;390]Mean: 0; Variance: 1.000

• [391;517]Mean: 0; Variance: 0.365

• [518;700]Mean: 0; Variance: 1.033

Usage

data(data)

Examples

## load data
data(data)

## calculate the variance until the first breakpoint.
data_var <- var(data[1:390])