R Package ‘getspanel‘:
Detection of structural breaks and outliers using gets (see below) in panel models. Joint development with Moritz Schwarz.
Applications of ‘getspanel‘ include:
- Stechemesser et al. (2024) Climate policies that achieved major emission reductions: Global evidence from two decades, Science.
- Koch et al. (2022) Attributing agnostically detected large reductions in road CO2 emissions to policy mixes, Nature Energy.
- Pretis (2022) Does a carbon tax reduce CO2 emissions? Evidence from British Columbia, Environmental and Resource Economics.
R Package ‘gets‘:
Together with Genaro Sucarrat, Moritz Schwarz and James Reade I develop and maintain the R-package gets, which enables general-to-specific model selection and the detection of structural breaks and outliers through indicator saturation using impulses (IIS), step-indicators (SIS), and trend-indicators (TIS).
For more technical detail see the paper on SIS (open-access in Econometrics, 3:2, pp.240-264) and our paper on our R package (Journal of Statistical Software, 86(3)). We also have a blog post on using indicator saturation to detect breaks.
How many times the software package has been download (statistics from CRAN):
– Total so far:
– Last month:
Please get in touch if there are any questions on the R-package: fpretis@uvic.ca.
Try interactive indicator saturation using isat online (with thanks to James Reade for the shiny code):
Select a dataset (e.g. flow of the river Nile at Ashwan) and use indicator saturation to find sudden shifts (structural breaks) and outlying observations at a chosen level of significance (choose random colours if you’re feeling bold!).