Good evening, everyone.
I'm trying to apply Pettitt's test to a series of data. I am using the package trend in R . But the result found is not what I'm looking for, which is what follows:
> pettitt.test(URB_out_ts)
Pettitt's test for single change-point detection
data: URB_out_ts
K = 132, p-value = 0.3587
alternative hypothesis: true change point is present in the series
sample estimates:
probable change point at tau
34
I'd like to get a result similar to the figure below. I just looked for the function in package TSA and it does not exist. Does anyone know how to get this result?
