Strucchange: An R package for testing for structural change in linear regression models

This paper reviews tests for structural change in linear regression models from the generalized fluctuation test framework as well as from the F test (Chow test) framework. It introduces a unified approach for implementing these tests and presents how these ideas have been realized in an R package called strucchange. Enhancing the standard significance test approach the package contains methods to fit, plot and test empirical fluctuation processes (like CUSUM, MOSUM and estimates-based processes) and to compute, plot and test sequences of F statistics with the supF , aveF and expF test. Thus, it makes powerful tools available to display information about structural changes in regression relationships and to assess their significance. Furthermore, it is described how incoming data can be monitored.

• Publication year

  2002

• Venue

  Journal of Statistical Software

• Publication date

  2002-01-10

• Fields of study

  Mathematics, Computer Science

• Identifiers
  DOI 10.18637/JSS.V007.I02
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Testing for Structural Change

  2003cited by this paper
• Testing and dating of structural changes in practice

  2003cited by this paper
• p values and alternative boundaries for CUSUM tests

  2001cited by this paper
• MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST

  2000influential reference
• Approximate Asymptotic P Values for Structural-Change Tests

  1997cited by this paper
• Monitoring Structural Change

  1996cited by this paper
• The Moving-Estimates Test for Parameter Stability

  1995cited by this paper
• Mosum Tests for Parameter Constancy

  1995cited by this paper
• The generalized fluctuation test: A unifying view

  1995cited by this paper
• Implementing the fluctuation and moving-estimates tests in dynamic econometric models

  1994cited by this paper
• The moving-estimates test for parameter stability / 1993:159

  1993cited by this paper
• Tests for Parameter Instability and Structural Change with Unknown Change Point

  1993cited by this paper
• The CUSUM test for OLS residuals

  1992cited by this paper
• Tests for Parameter Instability in Regressions with I(1) Processes

  1992influential reference
• Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative

  1992cited by this paper
• Testing for parameter instability in linear models

  1992cited by this paper
• A new test for structural stability in the linear regression model

  1989cited by this paper
• Testing for structural change in dynamic models

  1988cited by this paper
• Techniques for Testing the Constancy of Regression Relationships Over Time

  1975cited by this paper
• Another Look at Tests of Equality between Sets of Coefficients in Two Linear Regressions

  1974cited by this paper
• Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28

  1960cited by this paper

• How keystone taxa shape sediment carbon accumulation during lake restoration: A new insight from asynchronous regime shifts of community structure and function.

  2026cites this paper
• AQEval: R code for the analysis of discrete change in air quality time-series

  2026cites this paper
• High spatiotemporal resolution monitoring of crop water stress across the contiguous United States using Harmonized Landsat and Sentinel-2 data

  2026cites this paper
• Hydroclimate forcing and anthropogenic impacts trigger an early (∼1650 cal yr BP) regime shift in Chenghai Lake (China)

  2026cites this paper
• Fine-scale post-fire forest recovery patterns and compound drivers in Taiwan’s high-mountain national parks

  2026cites this paper
• Deviations from pre-pandemic lung cancer mortality trends in the United States: a 25-year counterfactual analysis (1999–2023)

  2026cites this paper
• Area estimation methods in underwater video surveys: Biases, errors and their impacts on density estimates

  2026cites this paper
• Score-Based Tests With Fixed Effects Person Parameters in Item Response Theory: Detecting Model Misspecification Including Differential Item Functioning.

  2026cites this paper
• Forecast what matters, when it matters: Introducing Maynard, a tool for modern nowcasting

  2026cites this paper
• Half a century of nutrient trends across spatial scales in the Rhine delta: overall improvements, but polder ditches lag behind.

  2026cites this paper
• Spatiotemporal variations and hydrothermal controls in the sensitivity of vegetation productivity and ecosystem respiration to precipitation across terrestrial biomes

  2026influential citation
• Heat, hydroclimate and herbivory: A late-pleistocene record of environmental change from tropical western Africa

  2025cites this paper
• The memory puzzle in precipitation: Uncertainty in memory parameter estimation and implications for forecasting practice

  2025cites this paper
• Past, present and future of small-pelagic fisheries in the north-western Mediterranean Sea through fishers’ perceptions

  2025cites this paper
• Changes in primary care encounter rates during the veteran health administration's electronic health record transition.

  2025cites this paper
• Past and present existence of Spermophilus citellus in Hungary with a forecast of its population using time series models

  2025cites this paper
• Housing Booms and Busts: Dissecting Housing and MBS Markets Linkages

  2025cites this paper
• A Decade of Post‐Fire Succession Amplifies the Effect of Wildfire on the Surface Radiation Balance and Permafrost Thaw in Subarctic Peatlands

  2025cites this paper
• Structural Changes in Persistence of Mortality

  2025cites this paper
• Forecasting dog rabies dynamics in Tunisia using time series models: insights for early warning systems

  2025cites this paper
• Detecting technological progress in Russia: Intersectoral approach or the aggregate economy

  2025cites this paper
• Governing the decline: clam fisheries and the challenges of decentralized management across the western Mediterranean and Gulf of Cádiz (Spain)

  2025cites this paper
• If the tape were played again: convergent evolution of clade sizes and taxonomic composition in two tropical assemblages of Coleoptera

  2025cites this paper
• Распределение густоты речной сети Белгородской области вдоль географических градиентов

  2025cites this paper
• Climatic and human impacts on Patagonian terminal lakes.

  2025cites this paper
• Abrupt changes in algal biomass of thousands of US lakes are related to climate and are more likely in low-disturbance watersheds

  2025cites this paper
• Development and validation of a scoring system to predict MASLD patients with significant hepatic fibrosis

  2025cites this paper
• Transmission of Monetary Policy Shocks to Inflation in India: An Empirical Investigation of Different Channels

  2025cites this paper
• Potential of Sentinel-1 time-series data for monitoring the phenology of European temperate forests

  2025cites this paper
• Understanding V4 Trade Dynamics Before and After Key Global Events: an Empirical Analysis

  2025cites this paper
• Aquatic community synchrony dynamics in response to multitrophic regime shifts: Paleoecological insights from a shallow lake.

  2025cites this paper
• Unraveling the Phenomenon of Supply‐Demand Feedback in Agricultural Water Interventions

  2025cites this paper
• Site and environmental legacies shape the growth–climate response of silver fir along a climatic and elevational gradient in Austria

  2025cites this paper
• Identifying Emotional Expressions During Family Science Engagement at Home—A Case Study From a Parent's Perspective

  2025cites this paper
• The onset of phenological plant response to climate warming

  2025cites this paper
• Fast or slow - light climate modulates intra-population sinking velocities in small phytoplankton

  2025cites this paper
• Observation error appears to explain the perception of earlier maturation in Atlantic cod following the industrialised fishing

  2025cites this paper
• Unraveling demand and supply shocks in the U.S. nitrogen market

  2025cites this paper
• Rising atmospheric CH4 concentration may have significantly influenced the increase in CH4 uptake by forest soils in China (2010–2020)

  2025cites this paper
• Effects of weather and colony size on water collection in honey bee, Apis mellifera, colonies

  2025cites this paper
• Measuring Media Criticism with ALC Word Embeddings

  2025cites this paper
• Potential of Thuja plicata and Chamaecyparis lawsoniana in the context of global climate change in the Czech Republic

  2025cites this paper
• Decadal ENSO‐ and PDO‐Driven Shifts in Zooplankton Communities Off Central Chile (2003–2020)

  2025cites this paper
• Suburban shallow lake primary producer structure and productivity reshaped by climate warming and anthropogenic disturbance: Century-scale sedimentary and socio-environmental multi-proxy evidence

  2025cites this paper
• Food web modifications shifted the functional structure of zooplankton

  2025influential citation
• Human settlement doubled global oceanic island erosion and fire regimes during the early colonization stage

  2025cites this paper
• A chronosequence of climosequences: The evolution of ecological soil thresholds in Hawaiian volcanic soils

  2025cites this paper
• Between decriminalization policy and police practice: Implementation of warnings for marginalized people dependent on drugs in Denmark.

  2025cites this paper
• High Arctic lakes reveal accelerating ecological shifts linked to twenty-first century warming

  2025cites this paper
• Two decades of bacterial ecology and evolution in a freshwater lake

  2025influential citation
• Herbal decoctions for dysmenorrhea under universal health coverage pilot project: Evidence from a nationwide claims database in the Republic of Korea

  2025cites this paper
• Societal changes in Ancient Greece impacted terrestrial and marine environments

  2025cites this paper
• Response of 137Cs dynamics in dam lakes to temperature and weather conditions.

  2025cites this paper
• Nonlinear diatom responses to millennial-scale climate-mediated terrestrial-aquatic interactions in a treeline lake on the Tibetan Plateau

  2025cites this paper
• Can Econometrics Incorporate a Critical Pedagogy Praxis?

  2025cites this paper
• Healthcare Sector Dynamics in Turkey (2002–2022): Trends, Breakpoints, and Policy Implications (Privatization in the Hospital Sector)

  2025influential citation
• Aerial shooting is unlikely to cause dispersal or consistent changes in the movements of feral pigs (Sus scrofa)

  2025cites this paper
• Standardization of Clinician Outcomes for Croup Using a Clinical Pathway.

  2025cites this paper
• Obesity Representations: An Analysis of Italian Newspapers’ Coverage before and after COVID-19 and the Influence of Political Orientation

  2025cites this paper
• Multiwavelength Analysis of GRB 250101A: From Gamma-Ray Prompt Emission to Optical Afterglow

  2025cites this paper
• MSigSeg: An R package for multiple signals segmentation

  2025cites this paper
• Data towards assessing non-indigenous species introductions in the Black Sea

  2025cites this paper
• Autocovariance function estimation via difference schemes for a semiparametric change point model with m$$ m $$ ‐dependent errors

  2025cites this paper
• Increasing soil respiration in a northern hardwood forest indicates symptoms of a changing carbon cycle

  2025cites this paper
• Instability of Financial Time Series Revealed by Irreversibility Analysis

  2025cites this paper
• Assessing and Modeling the Vegetation Cover in the W and Pendjari National Parks and Their Peripheries from 1985 to 2030, Using Landsat Imagery and Climatic Data in Benin, West Africa

  2025cites this paper
• Rapid escalation and release of risks to forest ecosystems triggered by warming: Insights from tree growth synchrony in temperate forests

  2025cites this paper
• Biomarker evidence for arid intervals during the past ∼1,800 years in the central Andean highlands

  2025cites this paper
• Investigation of a port queuing system on CO2 emissions from container shipping.

  2025cites this paper
• Evaluation of juvenile bonefish Albula spp. habitat preferences in tropical and subtropical Florida

  2025cites this paper
• Continuing the Debate Over the Association Between Divorce Laws and Divorce Rates: A Case Study of Iran

  2025cites this paper
• Adoption of Dexamethasone for Asthma Exacerbations.

  2025cites this paper
• Nursery Resource Use Dynamics in Great Hammerheads ( Sphyrna mokarran ) Across Ontogeny

  2025cites this paper
• Hydrological variations dominate long-term ecological dynamics in a large alpine Lake Issyk-Kul, arid Central Asia: Evidence from sediment multi-biomarker analyses

  2025cites this paper
• Non-stationary response of Pacific saury (Cololabis saira) in the northwestern Pacific to climate variability

  2025cites this paper
• Persistent resilience and bimodal stability of herbaceous peatlands in the Southeastern Tibetan Plateau over 600 years of climatic shifts

  2025cites this paper
• Long-term water quality responses to sediment removal in a small, shallow, urban lake

  2025cites this paper
• Spatiotemporal Transmission of Influenza in the US during the 2022/23 Season

  2025cites this paper
• Timing and directionality of Triatominae (Hemiptera, Reduviidae) lineage dispersals in the Neotropics

  2025cites this paper
• Analysis of Olive Tree Flowering Behavior Based on Thermal Requirements: A Case Study from the Northern Mediterranean Region

  2025cites this paper
• Wetlands, Groundwater and Seasonality Influence the Spatial Distribution of Stream Chemistry in a Low‐Relief Catchment

  2025cites this paper
• Locating and profiling city street trees using Baidu street view images for carbon storage evaluation

  2025cites this paper
• Commodities and monetary policy - the role of interest rates revisited

  2025cites this paper
• Model Average Estimation of Parameters in Linear Model With Multiple Change Points

  2025cites this paper
• Breaking down Palila decline: Assessing the role of drought and vegetation health in the population loss of an endangered Hawaiian Honeycreeper

  2025cites this paper
• Time Series Analysis of Dengue, Zika, and Chikungunya in Ecuador: Emergence Patterns, Epidemiological Interactions, and Climate-Driven Dynamics (1988–2024)

  2025influential citation
• Increasing occurrence of the bearded fireworm (Hermodice carunculata) poses a threat for small-scale fisheries in the central Mediterranean Sea.

  2025cites this paper
• Fine-scale vegetation composition and structure shape spatiotemporal variation in surface albedo across a low Arctic tundra landscape

  2025cites this paper
• From External Pressure to Internal Drivers: Anthropogenic Disturbance and Positive Feedback Trigger Deep Lake Regime Shifts

  2025cites this paper
• Testing the distribution change in multivariate data using rank energy statistics

  2025cites this paper
• A Bayesian Markov Switching Autoregressive Model with Time-Varying Parameters for Dynamic Economic Forecasting

  2025influential citation
• Introducing Pour Points: Characteristics and Hydrological Significance of a Rainfall‐Concentrating Mechanism in a Water‐Limited Woodland Ecosystem

  2024cites this paper
• An abrupt vegetation change on south-central Yunnan Plateau (Southwest China) during the last deglaciation

  2024cites this paper
• Trend of Ostreopsis cf. ovata (Dinophyceae) along the Conero Riviera (northern Adriatic Sea) over two decades

  2024cites this paper
• Abrupt diatom assemblage shifts in Lake Baiyangdian driven by distinct hydrological changes and yet more so by gradual eutrophication

  2024cites this paper
• Hotter is not (always) better: Embracing unimodal scaling of biological rates with temperature.

  2024cites this paper
• Simultaneous Identification of Changepoints and Model Parameters in Switching Dynamical Systems

  2024cites this paper
• Self-governance mediates small-scale fishing strategies, vulnerability and adaptive response

  2024influential citation
• Divergent dynamics of sexual and habitat isolation at the transition between stick insect populations and species

  2024cites this paper
• Forensic geochemistry identifies the illegal introduction of Walleye into Lake Cascade, Idaho

  2024cites this paper