How to apply Pettitt test on R?

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Good night, you guys. I am trying to apply the Pettitt test to a series of data. I am using the package trend in the R. Only that the result found is not what I’m looking for, which is what follows below:

> 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 would like to get a result similar to the figure below. Only I looked for the function in the package TSA and does not exist. Someone knows how to get this result? Resultado do teste de Pettitt

r
  • 1

    The line pettitt(larain) makes a mistake: Error in pettitt(larain) : could not find function "pettitt". You can show us the exact code you used to get the question output?

  • What I used was the "pettitt.test". This low I found on the internet, but I could not run or found any package with the command "pettitt".

  • What you found on the Internet was on Cross Validated. Includes two similar functions, the one that gives this image and the one below. Just copy to a R and execute.

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