x {trendchange}

Annual flow of the Nile River

Description

Nile River data available with R base is used for testing purpose

Usage

x

Format

Nile river flow measured at Aswan station during 100 year period from 1871 to 1970 is used for testing

References

R Core Team (2021). R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria.

Durbin, J. and Koopman, S. J. (2001). Time Series Analysis by State Space Methods. Oxford University Press.

Balke, N. S. (1993). Detecting level shifts in time series. Journal of Business and Economic Statistics, 11, 81–92. doi: 10.2307/1391308.

Cobb, G. W. (1978). The problem of the Nile: conditional solution to a change-point problem. Biometrika 65, 243–51. doi: 10.2307/2335202.